Is there any automatic differentiation package?

Question

I'm wondering if an automatic differentiation package exists for Mathematica. This is what I mean by automatic differentiation.

I don't know; but it's interesting to note that in Mathematica the distinction between a program and a symbolic expression is blurred. Many of the simple cases will just work with D/Derivative. It will be interesting to see some rudimentary implementations. See also forums.wolfram.com/mathgroup/archive/2008/Feb/msg00381.html
To add to what Szabolcs said, for pure Mathematica expressions, symbolic differentiation is pretty much a generalization of automatic differentiation. I would guess that for these expressions, true automatic differentiation may not be any more efficient than using D.
In the link you provided are listed different packages, some of which are written in languages that can communicate with Mathematica. See demonstrations.wolfram.com/AutomaticDifferentiation and wolfram.com/products/applications/acegen

J. M. · Answer 1 · 2012-10-29 11:40:57Z

up vote 5 down vote

Try this. It may not be exactly what your looking for, but it also may give you a good starting point.

edited Oct 29 '12 at 11:40

J. M.♦
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answered Mar 10 '12 at 0:29

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