ExtremumCurvature Property |
Namespace: Meta.Numerics.Analysis
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.