Function
Definition
Namespace: Extreme.Mathematics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
Overload List
GetNumericalJacobian(Func<Vector<Double>, Double>[])
Returns a delegate that numerically evaluates the Jacobian of a multivariate vector function.
public static Func<Vector<double>, Matrix<double>, Matrix<double>> GetNumericalJacobian(
this Func<Vector<double>, double>[] functions
)Parameters
- functions Func<Vector<Double>, Double>[]
- An array of delegates that represent a multivariate function.
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>, 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.
GetNumericalJacobian(Func<Vector<Double>, Vector<Double>, Vector<Double>>)
Returns a delegate that numerically evaluates the Jacobian of a multivariate vector function.
public static Func<Vector<double>, Matrix<double>, Matrix<double>> GetNumericalJacobian(
this Func<Vector<double>, Vector<double>, Vector<double>> function
)Parameters
- function Func<Vector<Double>, Vector<Double>, Vector<Double>>
- A delegate that represents a multivariate function returning a vector in its second 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
Simple forward differences are used to compute the numerical derivatives.
GetNumericalJacobian(Func<Vector<Double>, Vector<Double>, Vector<Double>>, DifferencesDirection)
Returns a delegate that numerically evaluates the Jacobian of a multivariate vector function.
public static Func<Vector<double>, Matrix<double>, Matrix<double>> GetNumericalJacobian(
this Func<Vector<double>, Vector<double>, Vector<double>> function,
DifferencesDirection differencingMethod
)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.
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
Simple forward differences are used to compute the numerical derivatives.
GetNumericalJacobian(Func<Vector<Double>, Vector<Double>, Vector<Double>>, DifferencesDirection, Vector<Double>)
Returns a delegate that numerically evaluates the Jacobian of a multivariate vector function.
public static Func<Vector<double>, Matrix<double>, Matrix<double>> GetNumericalJacobian(
this Func<Vector<double>, Vector<double>, Vector<double>> function,
DifferencesDirection differencingMethod,
Vector<double> scale
)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.
- 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
Simple forward differences are used to compute the numerical derivatives.
GetNumericalJacobian(Func<Vector<Double>, Vector<Double>, Vector<Double>>, DifferencesDirection, Vector<Double>, Vector<Double>)
Returns a delegate that numerically evaluates the Jacobian of a multivariate vector function.
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
)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.
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.
GetNumericalJacobian(Func<Vector<Double>, Vector<Double>, Vector<Double>>, DifferencesDirection, Vector<Double>, Vector<Double>, Vector<Double>)
Returns a delegate that numerically evaluates the Jacobian of a multivariate vector function.
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
)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.