Algorithmic Differentiation Library for C/C++
The package ADOL-C (Automatic Differentiation by OverLoading in C++)
facilitates the evaluation of first and higher derivatives of vector
functions that are defined by computer programs written in C or
C++. The resulting derivative evaluation routines may be called from
C/C++, Fortran, or any other language that can be linked with C.
The numerical values of derivative vectors are obtained free of
truncation errors at a small multiple of the run time and randomly
accessed memory of the given function evaluation program.