FunctionMath.GetNumericalJacobian(Func<Vector<Double>, Vector<Double>, Vector<Double>>, DifferencesDirection, Vector<Double>, Vector<Double>, 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

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,
	Vector<double> scale
)

Visual Basic

<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),
	scale As Vector(Of Double)
) As Func(Of Vector(Of Double), Matrix(Of Double), Matrix(Of Double))

C++/CLI

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, 
	Vector<double>^ scale
)

[<ExtensionAttribute>]
static member GetNumericalJacobian : 
        function : Func<Vector<float>, Vector<float>, Vector<float>> * 
        differencingMethod : DifferencesDirection * 
        lowerBounds : Vector<float> * 
        upperBounds : Vector<float> * 
        scale : Vector<float> -> Func<Vector<float>, Matrix<float>, Matrix<float>>

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.
lowerBounds Vector<Double>: A vector containing lower bounds for the arguments. The function will not be evaluated past these bounds. May be null.
upperBounds Vector<Double>: A vector containing upper bounds for the arguments. The function will not be evaluated past these bounds. May be null.
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

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.