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.

WWW: http://www.met.reading.ac.uk/clouds/adept/