The purpose of AlgoPy is the evaluation of higher-order derivatives in the
forward and reverse mode of Algorithmic Differentiation (AD) of functions
that are implemented as Python programs. Particular focus are functions that
contain numerical linear algebra functions as they often appear in statistically
motivated functions. The intended use of AlgoPy is for easy prototyping at
reasonable execution speeds. More precisely, for a typical program a directional
derivative takes order 10 times as much time as time as the function evaluation.
This is approximately also true for the gradient.

WWW: https://pythonhosted.org/algopy/