Returns a delegate that numerically evaluates the Jacobian of a multivariate vector function.
Namespace:
Extreme.Mathematics
Assembly:
Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
public static Func<Vector<double>, Matrix<double>, Matrix<double>> GetNumericalJacobian(
this Func<Vector<double>, Vector<double>, Vector<double>> function,
DifferencesDirection differencingMethod,
Vector<double> lowerBounds,
Vector<double> upperBounds
)
<ExtensionAttribute>
Public Shared Function GetNumericalJacobian (
function As Func(Of Vector(Of Double), Vector(Of Double), Vector(Of Double)),
differencingMethod As DifferencesDirection,
lowerBounds As Vector(Of Double),
upperBounds As Vector(Of Double)
) As Func(Of Vector(Of Double), Matrix(Of Double), Matrix(Of Double))
public:
[ExtensionAttribute]
static Func<Vector<double>^, Matrix<double>^, Matrix<double>^>^ GetNumericalJacobian(
Func<Vector<double>^, Vector<double>^, Vector<double>^>^ function,
DifferencesDirection differencingMethod,
Vector<double>^ lowerBounds,
Vector<double>^ upperBounds
)
[<ExtensionAttribute>]
static member GetNumericalJacobian :
function : Func<Vector<float>, Vector<float>, Vector<float>> *
differencingMethod : DifferencesDirection *
lowerBounds : Vector<float> *
upperBounds : Vector<float> -> Func<Vector<float>, Matrix<float>, Matrix<float>>
Parameters
- function
- Type: SystemFuncVectorDouble, VectorDouble, VectorDouble
A delegate that represents a multivariate function returning a vector in its second argument. - differencingMethod
- Type: Extreme.Mathematics.CalculusDifferencesDirection
The type of divided differences used to approximate the derivative.
- lowerBounds
- Type: Extreme.MathematicsVectorDouble
A vector containing lower bounds for the
arguments. The function will not be evaluated past these bounds.
May be .
- upperBounds
- Type: Extreme.MathematicsVectorDouble
A vector containing upper bounds for the
arguments. The function will not be evaluated past these bounds.
May be .
Return Value
Type:
FuncVectorDouble,
MatrixDouble,
MatrixDoubleA delegate that represents a multivariate function returning a matrix in its second argument.
Usage Note
In Visual Basic and C#, you can call this method as an instance method on any object of type
FuncVectorDouble,
VectorDouble,
VectorDouble. When you use instance method syntax to call this method, omit the first parameter. For more information, see
Extension Methods (Visual Basic) or
Extension Methods (C# Programming Guide).
If bounds are provided, the function is never evaluated outside these bounds.
An alternative differencing method may be used if the bounds would be violated.
Reference