Survey articles

 Louis B. Rall, George F. Corliss:
An Introduction to Automatic Differentiation
SIAM, 1996
Gives a short and gentle introduction to AD.

 Andreas Griewank:
A Mathematical View of Automatic Differentiation
Cambridge University Press, 2003
A more formal and indepth introduction.

 Michael C. BartholomewBiggs, Steve Brown, Bruce Christianson, Laurence C. W. Dixon:
Automatic Differentiation of Algorithms
2000

 C. H. Bischof, H. M. Bücker, B. Lang:
Automatic Differentiation for Computational Finance
Kluwer Academic Publishers, 2002

 Andreas Griewank:
Achieving Logarithmic Growth of Temporal and Spatial Complexity in Reverse Automatic Differentiation
1992

 Assefaw Hadish Gebremedhin, Fredrik Manne, Alex Pothen:
What Color Is Your Jacobian? Graph Coloring for Computing Derivatives
SIAM, 2005
Gives a thorough overview on exploiting sparsity.

 M. Sambridge, P. Rickwood, N. Rawlinson, S. Sommacal:
Automatic differentiation in geophysical inverse problems
2007
Gives an introduction from an application point of view.
