Returns a delegate that numerically evaluates the Jacobian of a multivariate vector function.
Namespace: Extreme.MathematicsAssembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.16073.0)
public static Func<Vector<double>, Matrix<double>, Matrix<double>> GetNumericalJacobian(
this Func<Vector<double>, Vector<double>, Vector<double>> function,
DifferencesDirection differencingMethod
)
<ExtensionAttribute>
Public Shared Function GetNumericalJacobian (
function As Func(Of Vector(Of Double), Vector(Of Double), Vector(Of Double)),
differencingMethod As DifferencesDirection
) 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
)
[<ExtensionAttribute>]
static member GetNumericalJacobian :
function : Func<Vector<float>, Vector<float>, Vector<float>> *
differencingMethod : DifferencesDirection -> 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.
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).
Simple forward differences are used to compute the numerical derivatives.
Numerical Libraries
Supported in: 6.0
Reference