Namespaces

Types in MathNet.Numerics.Differentiation

Type NumericalHessian

Namespace MathNet.Numerics.Differentiation

Class for evaluating the Hessian of a smooth continuously differentiable function using finite differences. By default, a central 3-point method is used.

Constructors

Methods

Properties

Public Constructors

NumericalHessian()

Creates a numerical Hessian object with a three point central difference method.

NumericalHessian(int points, int center)

Creates a numerical Hessian with a specified differentiation scheme.
Parameters
int points

Number of points for Hessian evaluation.

int center

Center point for differentiation.

Public Methods

bool Equals(object obj)

Double[] Evaluate(Func<double, double> f, double x)

Evaluates the Hessian of the scalar univariate function f at points x.
Parameters
Func<double, double> f

Scalar univariate function handle.

double x

Point at which to evaluate Hessian.

Return
Double[]

Hessian tensor.

Double[,] Evaluate(Func<Double[], double> f, Double[] x)

Evaluates the Hessian of a multivariate function f at points x.
This method of computing the Hessian is only vaid for Lipschitz continuous functions. The function mirrors the Hessian along the diagonal since d2f/dxdy = d2f/dydx for continuously differentiable functions.
Parameters
Func<Double[], double> f

Multivariate function handle.>

Double[] x

Points at which to evaluate Hessian.>

Return
Double[,]

Hessian tensor.

int GetHashCode()

Type GetType()

void ResetFunctionEvaluations()

Resets the function evaluation counter for the Hessian.

string ToString()

Public Properties

int FunctionEvaluations get;

Number of function evaluations.