ODE sensitivity - numerical computation wrt parameters and IVs
In 1998 I worked out a method using the theory around p.200ff in E. Hairer et al.'s Solving ordinary differential equations I, Nonstiff problems, second revised edition 1993. The idea was to use automatic differentiation to avoid coding any derivatives.
I never released this code, but I have now tidied it up a bit and made sure it works with recent C++ compilers. Here it is, with an example application of Hairer's Brusselator (p.201): download. Please see the README file for more details. This code is still a mess, and is only intended to stimulate someone else to do it properly.