Title: Compile-Time Symbolic Differentiation Using C++ Expression Templates,
Abstract: Template metaprogramming is a popular technique for implementing compile time
mechanisms for numerical computing. We demonstrate how expression templates can
be used for compile time symbolic differentiation of algebraic expressions in
C++ computer programs. Given a positive integer $N$ and an algebraic function
of multiple variables, the compiler generates executable code for the $N$th
partial derivatives of the function. Compile-time simplification of the
derivative expressions is achieved using recursive templates. A detailed
analysis indicates that current C++ compiler technology is already sufficient
for practical use of our results, and highlights a number of issues where
further improvements may be desirable.