ExtremumCurvature Property

Gets the curvature at the optimum.

Definition

Namespace: Meta.Numerics.Analysis
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public double Curvature { get; }

Property Value

Double

Remarks

The curvature is the second derivative of the function at the optimum.

At a typical optimum, where the function has vanishing first derivative, the second derivative will be a number whose magnitude characterizes the "steepness" with which the function increases as one moves away from the optimum.

At an atypical optimum, for example at an interval boundary or of a non-smooth function, this value may be meaningless.

Even in the case of a typical optimum, the value of the curvature property will often be accurate only to a few digits. If you require a highly accurate determination of the curvature, you should use numerical differentiation to find the curvature more accurately.

See Also