Extreme Optimization™: Complexity made simple.

Math and Statistics
Libraries for .NET

  • Home
  • Features
    • Math Library
    • Vector and Matrix Library
    • Statistics Library
    • Performance
    • Usability
  • Documentation
    • Introduction
    • Math Library User's Guide
    • Vector and Matrix Library User's Guide
    • Data Analysis Library User's Guide
    • Statistics Library User's Guide
    • Reference
  • Resources
    • Downloads
    • QuickStart Samples
    • Sample Applications
    • Frequently Asked Questions
    • Technical Support
  • Blog
  • Order
  • Company
    • About us
    • Testimonials
    • Customers
    • Press Releases
    • Careers
    • Partners
    • Contact us
Introduction
Deployment Guide
Nuget packages
Configuration
Using Parallelism
Expand Mathematics Library User's GuideMathematics Library User's Guide
Expand Vector and Matrix Library User's GuideVector and Matrix Library User's Guide
Expand Data Analysis Library User's GuideData Analysis Library User's Guide
Expand Statistics Library User's GuideStatistics Library User's Guide
Expand Data Access Library User's GuideData Access Library User's Guide
Expand ReferenceReference
  • Extreme Optimization
    • Features
    • Solutions
    • Documentation
    • QuickStart Samples
    • Sample Applications
    • Downloads
    • Technical Support
    • Download trial
    • How to buy
    • Blog
    • Company
    • Resources
  • Documentation
    • Introduction
    • Deployment Guide
    • Nuget packages
    • Configuration
    • Using Parallelism
    • Mathematics Library User's Guide
    • Vector and Matrix Library User's Guide
    • Data Analysis Library User's Guide
    • Statistics Library User's Guide
    • Data Access Library User's Guide
    • Reference
  • Reference
    • Extreme
    • Extreme.Collections
    • Extreme.Data
    • Extreme.Data.Json
    • Extreme.Data.Matlab
    • Extreme.Data.R
    • Extreme.Data.Stata
    • Extreme.Data.Text
    • Extreme.DataAnalysis
    • Extreme.DataAnalysis.Linq
    • Extreme.DataAnalysis.Models
    • Extreme.Mathematics
    • Extreme.Mathematics.Algorithms
    • Extreme.Mathematics.Calculus
    • Extreme.Mathematics.Calculus.OrdinaryDifferentialEquations
    • Extreme.Mathematics.Curves
    • Extreme.Mathematics.Curves.Nonlinear
    • Extreme.Mathematics.Distributed
    • Extreme.Mathematics.EquationSolvers
    • Extreme.Mathematics.Generic
    • Extreme.Mathematics.LinearAlgebra
    • Extreme.Mathematics.LinearAlgebra.Implementation
    • Extreme.Mathematics.LinearAlgebra.IterativeSolvers
    • Extreme.Mathematics.LinearAlgebra.IterativeSolvers.Preconditioners
    • Extreme.Mathematics.Optimization
    • Extreme.Mathematics.Optimization.LineSearches
    • Extreme.Mathematics.Random
    • Extreme.Mathematics.SignalProcessing
    • Extreme.Providers
    • Extreme.Providers.InteropServices
    • Extreme.Statistics
    • Extreme.Statistics.Distributions
    • Extreme.Statistics.Multivariate
    • Extreme.Statistics.Tests
    • Extreme.Statistics.TimeSeriesAnalysis
  • Extreme.Mathematics
    • AccuracyGoal Structure
    • AlgorithmStatus Enumeration
    • ArrayAttributes Structure
    • ArrayMath Class
    • ArrayMutability Enumeration
    • BigFloat Class
    • BigInteger Structure
    • BigRational Structure
    • CategoricalVector(T) Class
    • Complex(T) Structure
    • Constants Class
    • ConvergenceCriterion Enumeration
    • CoreImplementations(T) Class
    • DecimalMath Class
    • Dimension Enumeration
    • DimensionMismatchException Class
    • DimensionType Enumeration
    • DistributedDataLocation Enumeration
    • DoubleComparer Class
    • Elementary Class
    • ElementType(T) Class
    • FunctionMath Class
    • FunctionWithDerivative Delegate
    • GenericCoreProvider(T) Class
    • GenericImplementations Class
    • ICategoricalVector Interface
    • IDistributed Interface
    • InsufficientDataException Class
    • IntegerMath Class
    • Intent Enumeration
    • Interval Structure
    • Interval(T) Structure
    • IPermutable Interface
    • ISummarizable Interface
    • Iterators Class
    • IVector Interface
    • MachineConstants Class
    • ManagedCoreProviderOfSingle Class
    • Math(T) Class
    • Matrix Class
    • Matrix(T) Class
    • MatrixDiagonal Enumeration
    • MatrixElementOrder Enumeration
    • MatrixExtensions Class
    • MatrixNorm Enumeration
    • MatrixOperationSide Enumeration
    • MatrixStructure Enumeration
    • MatrixTriangle Enumeration
    • MutabilityBehaviour Enumeration
    • NumericsConfiguration Class
    • Operations(T) Class
    • Permutation Class
    • Quad Structure
    • RandomExtensions Class
    • Range Structure
    • RoundingMode Enumeration
    • SingleConstants Class
    • SinglePrecisionImplementations Class
    • Slice Structure
    • SolutionReport(T) Class
    • SolutionReport(T, TError) Class
    • Special Class
    • SummaryOptions Class
    • SymbolicMath Class
    • TotalLossOfPrecisionException Class
    • TransposeOperation Enumeration
    • TypedVectorWrapper(K, T) Structure
    • Vector Class
    • Vector(T) Class
    • VectorExtensions Class
  • SymbolicMath Class
    • Methods
  • Methods
    • CombineFast Method Overloads
    • DefineSymbolicDerivative Method
    • FindMaximum Method Overloads
    • FindMinimum Method Overloads
    • FindZero Method Overloads
    • GetDerivative Method
    • GetEquationSolver Method Overloads
    • GetFunctionAndGradient Method
    • GetGradient Method
    • GetJacobian Method Overloads
    • GetMaximizer Method Overloads
    • GetMinimizer Method Overloads
    • GetSymbolicDerivative Method
    • GetSymbolicOrNumericalDerivative Method
    • GetValueAndDerivative Method
    • Simplify(T) Method
    • TryGetSymbolicDerivative Method
    • TryGetSymbolicOrNumericalDerivative Method
  • GetJacobian Method Overloads
    • GetJacobian Method (Expression(Func(Vector(Double), Double))[])
    • GetJacobian Method (IEnumerable(Expression(Func(Vector(Double), Double))))
  • GetJacobian Method (IEnumerable(Expression(Func(Vector(Double), Double))))

SymbolicMathGetJacobian Method (IEnumerableExpressionFuncVectorDouble, Double)

Extreme Optimization Numerical Libraries for .NET Professional
Returns a delegate that symbolically evaluates the Jacobian of a collection of multivariate function.

Namespace:  Extreme.Mathematics
Assembly:  Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
Syntax

C#
VB
C++
F#
Copy
public static Func<Vector<double>, Matrix<double>, Matrix<double>> GetJacobian(
	IEnumerable<Expression<Func<Vector<double>, double>>> functions
)
Public Shared Function GetJacobian ( 
	functions As IEnumerable(Of Expression(Of Func(Of Vector(Of Double), Double)))
) As Func(Of Vector(Of Double), Matrix(Of Double), Matrix(Of Double))
public:
static Func<Vector<double>^, Matrix<double>^, Matrix<double>^>^ GetJacobian(
	IEnumerable<Expression<Func<Vector<double>^, double>^>^>^ functions
)
static member GetJacobian : 
        functions : IEnumerable<Expression<Func<Vector<float>, float>>> -> Func<Vector<float>, Matrix<float>, Matrix<float>> 

Parameters

functions
Type: System.Collections.GenericIEnumerableExpressionFuncVectorDouble, Double
A sequence of lambda expressions that represent a multivariate function.

Return Value

Type: FuncVectorDouble, MatrixDouble, MatrixDouble
A delegate that represents a multivariate function returning a matrix in its second argument.
Remarks

The partial derivatives are calculated symbolically from the supplied lambda expressions. The expressions must not contain loops or blocks. If functions are encountered for which no symbolic derivative is available, a numerical approximation is used.

See Also

Reference

SymbolicMath Class
GetJacobian Overload
Extreme.Mathematics Namespace

Copyright (c) 2004-2021 ExoAnalytics Inc.

Send comments on this topic to support@extremeoptimization.com

Copyright © 2004-2021, Extreme Optimization. All rights reserved.
Extreme Optimization, Complexity made simple, M#, and M Sharp are trademarks of ExoAnalytics Inc.
Microsoft, Visual C#, Visual Basic, Visual Studio, Visual Studio.NET, and the Optimized for Visual Studio logo
are registered trademarks of Microsoft Corporation.