Compute Numerical Gradient
quantlib-numerical
Compute Numerical Gradient
Calculate the gradient (vector of partial derivatives) of a multi-variable function at a given point. The gradient points in the direction of steepest ascent and is essential for optimization algorithms, sensitivity analysis, and machine learning applications. Uses finite differences to approximate each partial derivative. [Tier: BASIC, Credits: 1]
POST
Compute Numerical Gradient
Authorizations
API key for authentication. Get your key at https://api.fincept.in/auth/register
Body
application/json
Built-in multi-variable function name
Available options:
rosenbrock, sphere, rastrigin, quadratic Example:
"rosenbrock"
Point at which to evaluate the gradient (vector of coordinates)
Example:
[1, 1]
Step size for finite difference
Example:
1e-7
Finite difference method
Available options:
forward, central Example:
"forward"
