I've written a rudimentary algorithm in Fortran 95 to calculate the gradient of a function (an example of which is prescribed in the code) using central differences augmented with a procedure known as Richardson extrapolation.
function f(n,x)
! The scalar multivariable function to be differentiated
integer :: n
real(kind = kind(1d0)) :: x(n), f
f = x(1)**5.d0 + cos(x(2)) + log(x(3)) - sqrt(x(4))
end function f
!=====!
!=====!
!=====!
program gradient
!==============================================================================!
! Calculates the gradient of the scalar function f at x=0using a finite !
! difference approximation, with a low order Richardson extrapolation. !
!==============================================================================!
parameter (n = 4, M = 25)
real(kind = kind(1d0)) :: x(n), xhup(n), xhdown(n), d(M), r(M), dfdxi, h0, h, gradf(n)
h0 = 1.d0
x = 3.d0
! Loop through each component of the vector x and calculate the appropriate
! derivative
do i = 1,n
! Reset step size
h = h0
! Carry out M successive central difference approximations of the derivative
do j = 1,M
xhup = x
xhdown = x
xhup(i) = xhup(i) + h
xhdown(i) = xhdown(i) - h
d(j) = ( f(n,xhup) - f(n,xhdown) ) / (2.d0*h)
h = h / 2.d0
end do
r = 0.d0
do k = 3,M r(k) = ( 64.d0*d(k) - 20.d0*d(k-1) + d(k-2) ) / 45.d0
if ( abs(r(k) - r(k-1)) < 0.0001d0 ) then
dfdxi = r(k)
exit
end if
end do
gradf(i) = dfdxi
end do
! Print out the gradient
write(*,*) " "
write(*,*) " Grad(f(x)) = "
write(*,*) " "
do i = 1,n
write(*,*) gradf(i)
end do
end program gradient
In single precision it runs fine and gives me decent results. But when I try to change to double precision as shown in the code, I get an error when trying to compile claiming that the assignment statement
d(j) = ( f(n,xhup) - f(n,xhdown) ) / (2.d0*h)
is producing a type mismatch real(4)/real(8)
. I have tried several different declarations of double precision, appended every appropriate double precision constant in the code with d0
, and I get the same error every time. I'm a little stumped as to how the function f
is possibly producing a single precision number.