Automatic Differentiation (AD) of C++ algorithms

 CppAD is a package for automatic differentiation of algorithms
 written in C++. Given appropriately written C++ code that computes a
 function, CppAD augments it to also compute derivative values. The
 system uses templates, supports forward and reverse accumulation
 modes, and allows nested derivatives.
 .
 This package contains C++ header files and documentation.