Automatic differentiation is a chain rule based technique for derivative evaluation introduced by Wengert (1964) (see also Wilkins (1964)) and further developed by Rall (1980, 1981, 1983). With the development of more powerful programming languages automatic differentiation has received increased attention as a viable alternative to symbolic differentiation and finite difference methods. (See Griewank (1989).) Here we present a C language implementation of automatic differentiation that can be called from MATLAB, a highly interactive robust scientific computing environment. Our implementation accepts a multivariate function and a point as input returning a function value and gradient, hence the Jacobian at a point can be constructed. The implementation along with examples is described. The code is available from the authors.