Function Math.Get Numerical Jacobian(Func<Vector<Double>, Double>[]) Method
Returns a delegate that numerically evaluates the Jacobian of a multivariate vector function.
Definition
Namespace: Extreme.Mathematics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
A delegate that represents a multivariate function returning a matrix in its second argument.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public static Func<Vector<double>, Matrix<double>, Matrix<double>> GetNumericalJacobian(
this Func<Vector<double>, double>[] functions
)
Parameters
- functions Func<Vector<Double>, Double>[]
- An array of delegates that represent a multivariate function.
Return Value
Func<Vector<Double>, Matrix<Double>, Matrix<Double>>A 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 Func<Vector<Double>, Double>[]. 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).Remarks
Simple forward differences are used to compute the numerical derivatives.