Mathematical Function Library

A mathematical multi variable function library writen in cpp. With this library you can create Function object with standart mathematical syntax, you can also use mathematical operators like +, -, * and /. Function object also support advanse mathematical methods:

• Hessian - Calculates Hessian for a Function object.
• DeriveBy - Calculates the Function derivitive.
• Evaluate - Calculate the Function value given mapping from each variable to a spesific value.

Example

SharedPtr<Function> f1 = new FunctionId("x"); // make id Function 
SharedPtr<Function> derivef1 = f1->DeriveBy("x"); //Derive f1 By "x";
map<string, double> point;
point["x"] = 5;
f1->Evaluate(point); // f1(5)

SharedPtr<Function> f2 = new FunctionId("y");
SharedPtr<Function> f3 = f1 + f2; //f3(x,y) = x + y
point["y"] = 2;
f3->Evaluate(point); // f3(5,2) = 5 + 2
f3->DeriveBy("x")->DeriveBy("y");