Least Squares Optimizer.Jacobian Vector Product Property
Gets or sets a callback that computes the Jacobian times a vector.
Definition
Namespace: Numerics.NET.Optimization
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
C#
A callback receiving the parameter point, an input with one component per parameter, and an output with one component per residual; or null.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
public Action<Vector<double>, Vector<double>, Vector<double>>? JacobianVectorProduct { get; set; }Property Value
Action<Vector<Double>, Vector<Double>, Vector<Double>>A callback receiving the parameter point, an input with one component per parameter, and an output with one component per residual; or null.
Remarks
Supply this property together with JacobianTransposeVectorProduct. Both callbacks take precedence over JacobianFunction and select iterative steps without allocating a Jacobian matrix. The point and input are read-only. Fully overwrite the output with finite values and do not retain any of these buffers.
Products must describe the derivative of ObjectiveFunction at the supplied point. The optimizer uses unit column scaling in this mode. An explicit VarianceCovarianceMatrix request constructs a dense final Jacobian.
Exceptions
| Invalid | A calculation is in progress. |