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diff --git a/src/main/java/org/apache/commons/math3/analysis/differentiation/GradientFunction.java b/src/main/java/org/apache/commons/math3/analysis/differentiation/GradientFunction.java
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+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *      http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math3.analysis.differentiation;
+
+import org.apache.commons.math3.analysis.MultivariateVectorFunction;
+
+/** Class representing the gradient of a multivariate function.
+ * <p>
+ * The vectorial components of the function represent the derivatives
+ * with respect to each function parameters.
+ * </p>
+ * @since 3.1
+ */
+public class GradientFunction implements MultivariateVectorFunction {
+
+    /** Underlying real-valued function. */
+    private final MultivariateDifferentiableFunction f;
+
+    /** Simple constructor.
+     * @param f underlying real-valued function
+     */
+    public GradientFunction(final MultivariateDifferentiableFunction f) {
+        this.f = f;
+    }
+
+    /** {@inheritDoc} */
+    public double[] value(double[] point) {
+
+        // set up parameters
+        final DerivativeStructure[] dsX = new DerivativeStructure[point.length];
+        for (int i = 0; i < point.length; ++i) {
+            dsX[i] = new DerivativeStructure(point.length, 1, i, point[i]);
+        }
+
+        // compute the derivatives
+        final DerivativeStructure dsY = f.value(dsX);
+
+        // extract the gradient
+        final double[] y = new double[point.length];
+        final int[] orders = new int[point.length];
+        for (int i = 0; i < point.length; ++i) {
+            orders[i] = 1;
+            y[i] = dsY.getPartialDerivative(orders);
+            orders[i] = 0;
+        }
+
+        return y;
+
+    }
+
+}