Function Math.Get Numerical Gradient Method
Returns a delegate that numerically evaluates the gradient of a multivariate 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 vector in its second argument.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public static Func<Vector<double>, Vector<double>, Vector<double>> GetNumericalGradient(
this Func<Vector<double>, double> function
)
Parameters
Return Value
Func<Vector<Double>, Vector<Double>, Vector<Double>>A delegate that represents a multivariate function returning a vector 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>, 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.