See: Description
Interface  Description 

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  Description 

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.

SparseGradient 
First derivative computation with large number of variables.

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 differentiation 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 differentiate 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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