LeastSquaresOptimizer.JacobianVectorProduct 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#
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

InvalidOperationExceptionA calculation is in progress.

See Also