NumDiff provides a modern Fortran interface for computing the Jacobian (derivative) matrix of m nonlinear functions which depend on n variables. The Jacobian matrix is required for various applications, including numerical optimization. It can also be used to test the accuracy of gradients computed by other means. The library also provides for computing the sparsity of this matrix, and returning the Jacobian in sparse or dense form.
NumDiff provides a modern Fortran interface for computing the Jacobian (derivative) matrix of m nonlinear functions which depend on n variables. The Jacobian matrix is required for various applications, including numerical optimization. It can also be used to test the accuracy of gradients computed by other means. The library also provides for computing the sparsity of this matrix, and returning the Jacobian in sparse or dense form.
To install fortran-numdiff, run the following command in macOS terminal (Applications->Utilities->Terminal)
sudo port install fortran-numdiff
To see what files were installed by fortran-numdiff, run:
port contents fortran-numdiff
To later upgrade fortran-numdiff, run:
sudo port selfupdate && sudo port upgrade fortran-numdiff
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