Fast quantum algorithm for numerical gradient estimation

Abstract

Given a blackbox for f, a smooth real scalar function of d real variables, one wants to estimate the gradient of f at a given point with n bits of precision. On a classical computer this requires a minimum of d+1 blackbox queries, whereas on a quantum computer it requires only one query regardless of d. The number of bits of precision to which f must be evaluated matches the classical requirement in the limit of large n.

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