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Description
Interface Summary  

MultivariateDifferentiableFunction  Extension of MultivariateFunction representing a
multivariate differentiable real function. 
MultivariateDifferentiableVectorFunction  Extension of MultivariateVectorFunction representing a
multivariate differentiable vectorial function. 
UnivariateDifferentiableFunction  Interface for univariate functions derivatives. 
UnivariateDifferentiableMatrixFunction  Extension of UnivariateMatrixFunction representing a univariate differentiable matrix function. 
UnivariateDifferentiableVectorFunction  Extension of UnivariateVectorFunction representing a univariate differentiable vectorial function. 
UnivariateFunctionDifferentiator  Interface defining the function differentiation operation. 
UnivariateMatrixFunctionDifferentiator  Interface defining the function differentiation operation. 
UnivariateVectorFunctionDifferentiator  Interface defining the function differentiation operation. 
Class Summary  

DerivativeStructure  Class representing both the value and the differentials of a function. 
DSCompiler  Class holding "compiled" computation rules for derivative structures. 
FiniteDifferencesDifferentiator  Univariate functions differentiator using finite differences. 
GradientFunction  Class representing the gradient of a multivariate function. 
JacobianFunction  Class representing the Jacobian of a multivariate vector function. 
This package holds the main interfaces and basic building block classes
dealing with differentiation.
The core class is DerivativeStructure
which holds the value and the differentials of a function. This class
handles some arbitrary number of free parameters and arbitrary derivation order. It is used
both as the input and the output type for the UnivariateDifferentiableFunction
interface. Any differentiable function should implement this
interface.
The UnivariateFunctionDifferentiator
interface defines a way to differentiation a simple UnivariateFunction
and get a UnivariateDifferentiableFunction
.
Similar interfaces also exist for multivariate functions and for vector or matrix valued functions.


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