Hello.

I think that something is not quite right in those class names:
  UnivariateMatrixFunction
  UnivariateRealFunction
  UnivariateVectorialFunction

To be consistent, we should either
 1. indicate the "grouping" and "number" type everywhere:
       UnivariateRealMatrixFunction
       UnivariateRealFunction
       UnivariateRealVectorialFunction 
 2. assume that the "number" type is "Real", and drop it everywhere:
       UnivariateMatrixFunction
       UnivariateFunction
       UnivariateVectorialFunction 
 3. assume that the "number" type is "Real", drop it everywhere, and
    indicate the "grouping" explicitly everywhere:
       UnivariateMatrixFunction
       UnivariateScalarFunction
       UnivariateVectorialFunction 

The same goes for "Multivariate...", "Differentiable...", and the optimizers
naming.

I'd say that option 2 is the least disruptive, and most practical as
  UnivariateFunction
is more common (and shorter) than
  UnivariateScalarFunction



Regards,
Gilles

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