The Stan Math Library: Reverse-Mode Automatic Differentiation in C++. Carpenter, B., Hoffman, M. D., Brubaker, M. A., Lee, D., Li, P., & Betancourt, M. 2015.
The Stan Math Library: Reverse-Mode Automatic Differentiation in C++ [link]Arxiv  bibtex   
@misc{CarpenterStanAD2015,
  author = {Bob Carpenter and Matthew D. Hoffman and Marcus A. Brubaker and Daniel Lee and Peter Li and Michael Betancourt},
  title = {{The Stan Math Library: Reverse-Mode Automatic Differentiation in C++}},
  archivePrefix = "arXiv",
  eprint = {1509.07164},
  primaryClass = "cs.MS",
  year = {2015},
  url_arXiv = {http://arxiv.org/abs/1509.07164},
}

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