An Algorithm for calculating the Gradient of a function at an -D point . It is more robust than the simpler Steepest Descent Method.
References
Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T.
Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge
University Press, pp. 413-417, 1992.