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31 lines
1.4 KiB
C++
31 lines
1.4 KiB
C++
/*
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* All or portions of this file Copyright (c) Amazon.com, Inc. or its affiliates or
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* its licensors.
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*
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* For complete copyright and license terms please see the LICENSE at the root of this
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* distribution (the "License"). All use of this software is governed by the License,
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* or, if provided, by the license below or the license accompanying this file. Do not
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* remove or modify any license notices. This file is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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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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