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27 lines
1.1 KiB
C++
27 lines
1.1 KiB
C++
/*
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* Copyright (c) Contributors to the Open 3D Engine Project.
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* For complete copyright and license terms please see the LICENSE at the root of this distribution.
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*
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* SPDX-License-Identifier: Apache-2.0 OR MIT
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*
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*/
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#pragma once
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#include <LinearAlgebra.h>
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namespace NumericalMethods::Optimization
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{
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class Function;
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//! Helper function for evaluating a function at a point.
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double FunctionValue(const Function& function, const VectorVariable& point);
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//! The 1-dimensional rate of change of a function with respect to changing the independent variables along the specified direction.
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//! Note that some textbooks / authors define the directional derivative with respect to a normalized direction,
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//! but that convention is not used here.
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double DirectionalDerivative(const Function& function, const VectorVariable& point, const VectorVariable& direction);
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//! Vector of derivatives with respect to each of the independent variables of a function, evaluated at the specified point.
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VectorVariable Gradient(const Function& function, const VectorVariable& point);
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} // namespace NumericalMethods::Optimization
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