opensrdk-optimization 0.1.4

Standard mathematical optimization library for OpenSRDK toolchain.
Documentation 
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/// Returns the gradients of each inputs.
///
/// - `func`: Function for differentiate
/// - `x`: Input value
/// - `h`: Width for numerical differential. Just only needed is to be a small value.
pub fn numerical_diff(func: &dyn Fn(&[f64]) -> f64, x: &[f64], h: f64) -> Vec<f64> {
    let res = (0..x.len())
        .into_iter()
        .map(|i| -> f64 {
            let mut add = x.to_vec();
            let mut sub = x.to_vec();
            let h = if x[i] == 0.0 { h } else { x[i].abs() * h };
            add[i] += h;
            sub[i] -= h;

            (func(&add) - func(&sub)) / 2.0 * h
        })
        .collect::<Vec<_>>();

    res
}