Update README.md (fffaraz#1606)

Added powerful tool for automatic differentiation in C++ under the Math heading

Author: xcelerit-squad

README.md

@@ -845,6 +845,7 @@ A curated list of awesome C++ (or C) frameworks, libraries, resources, and shiny
 * [Wykobi](https://www.wykobi.com) - A C++ library of efficient, robust and simple to use C++ 2D/3D oriented computational geometry routines. [MIT]
 * [xtensor](https://github.com/xtensor-stack/xtensor) - A C++14 library for numerical analysis with multi-dimensional array expressions, inspired by NumPy syntax. [BSD 3-clause] [website](https://xtensor-stack.github.io/xtensor)
 * [universal](https://github.com/stillwater-sc/universal) - A C++14 header-only library implementing arbitrary posit arithmetic. The posit number system is a tapered floating point that is more efficient than IEEE floating point. Posits enable reproducible computational science. [MIT license]
+* [XAD](https://github.com/auto-differentiation/xad) - Powerful Automatic Differentiation for C++. [AGPL] [website](https://auto-differentiation.github.io/)
 
 ## Memory Allocation