MultiZ: A library for computation of high order derivatives using multicomplex or multidual numbers

Multicomplex and multidual numbers are two generalizations of complex numbers with multiple imaginary axes, useful for numerical computation of derivatives with machine precision. The similarities between multicomplex and multidual numbers allowed us to create a unified library to use either for sensitivity analysis. This library can be used to compute arbitrary order derivates of functions of a single variable or multiple variables. The storage of matrix representations of multicomplex and multidual numbers is avoided using a combination of one-dimensional resizable arrays and an indexation method based on binary bitwise operations. In order to provide high computational efficiency and low memory usage, the multiplication of hypercomplex numbers up to sixth order is carried out using a hard-coded algorithm. For higher hypercomplex orders, the library uses by default a multiplication method based on binary bitwise operations. The computation of algebraic and transcendental functions is achieved using a Taylor series approximation. Fortran and Python versions were developed, and extensions to other languages are self-evident.