There's a very accessible paper by sigfpe on both the topic in general, and an implementation using operator-overloading in C++: http://homepage.mac.com/sigfpe/

There's a very accessible paper by sigfpe on both the topic in general, and an implementation using operator-overloading in C++: http://homepage.mac.com/sigfpe/paper.pdf http://homepage.mac.com/sigfpe/paper.pdf (Automatic Differentiation, C++ Templates and Photogrammetry) I see now that it's linked from the wikipedia page, but I still think it's worth pointing out. That was my introduction to it anyway.