adept

Combined array and automatic differentiation library in C++

Adept (Automatic Differentiation using Expression Templates) is a free C++ software library that enables algorithms to be automatically differentiated, very useful for a wide range of applications that involve mathematical optimization. It uses an operator overloading approach, so very little code modification is required. Moreover, the way that expression templates have been used and several other important optimizations mean that reverse-mode differentiation is significantly faster than other C++ libraries that provide equivalent functionality.