Function Math.Get Numerical Jacobian(Func<Vector<Double>, Vector<Double>, Vector<Double>>, Differences Direction, Vector<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>, Vector<double>, Vector<double>> function,
DifferencesDirection differencingMethod,
Vector<double> scale
)
Parameters
- function Func<Vector<Double>, Vector<Double>, Vector<Double>>
- A delegate that represents a multivariate function returning a vector in its second argument.
- differencingMethod DifferencesDirection
- The type of divided differences used to approximate the derivative.
- scale Vector<Double>
- A vector containing a scale factor for the step size for each argument.
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>, Vector<Double>, Vector<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.