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.

WWW: https://projects.coin-or.org/ADOL-C