Automatic differentiation

In mathematics and computer algebra, automatic differentiation (auto-differentiation, autodiff, or AD), also called algorithmic differentiation, computational differentiation, and differentiation arithmetic is a set of techniques to evaluate the partial derivative of a function specified by a computer program. Automatic differentiation is a subtle and central tool to automatize the simultaneous computation of the numerical values of arbitrarily complex functions and their derivatives with no need for the symbolic representation of the derivative; only the function rule or an algorithm thereof is required.

Source: Wikipedia — Automatic differentiation (CC BY-SA 4.0)