Nonlinear Curve.Fill Numerical Partial Derivatives Method
Fills a dense vector with the partial derivatives of the curve with respect to
each of the curve parameters computed using numerical differentiation.
Definition
Namespace: Extreme.Mathematics.Curves
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public void FillNumericalPartialDerivatives(
double x,
DenseVector<double> derivatives
)
Parameters
- x Double
- The value at which the partial derivatives should be evaluated.
- derivatives DenseVector<Double>
- A dense vector that is to hold the partial derivatives. The length of this vector must be at least the number of parameters of the curve.
Remarks
Use this method to validate partial derivatives calculated directly using an overridden implementation of FillPartialDerivatives(Double, DenseVector<Double>). In most cases, the numerical derivatives should be within approximately SqrtEpsilon of the actual values. If the difference is significantly greater, then most likely the direct calculation of the partial derivatives contains an error.
Exceptions
Argument | derivatives is null. |