Namespaces

Types in MathNet.Numerics.Differentiation

Type NumericalJacobian

Namespace MathNet.Numerics.Differentiation

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

Constructors

Methods

Properties

Public Constructors

NumericalJacobian()

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

NumericalJacobian(int points, int center)

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

Number of points for Jacobian evaluation.

int center

Center point for differentiation.

Public Methods

bool Equals(object obj)

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

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

Scalar univariate function handle.

double x

Point at which to evaluate Jacobian.

Return
Double[]

Jacobian vector.

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

Evaluates the Jacobian of a multivariate function f at vector x.
This function assumes that the length of vector x consistent with the argument count of f.
Parameters
Func<Double[], double> f

Multivariate function handle.

Double[] x

Points at which to evaluate Jacobian.

Return
Double[]

Jacobian vector.

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

Evaluates the Jacobian of a multivariate function f at vector x given a current function value.
To minimize the number of function evaluations, a user can supply the current value of the function to be used in computing the Jacobian. This value must correspond to the "center" location for the finite differencing. If a scheme is used where the center value is not evaluated, this will provide no added efficiency. This method also assumes that the length of vector x consistent with the argument count of f.
Parameters
Func<Double[], double> f

Multivariate function handle.

Double[] x

Points at which to evaluate Jacobian.

double currentValue

Current function value at finite difference center.

Return
Double[]

Jacobian vector.

Double[,] Evaluate(Func`2[] f, Double[] x)

Double[,] Evaluate(Func`2[] f, Double[] x, Double[] currentValues)

int GetHashCode()

Type GetType()

void ResetFunctionEvaluations()

Resets the function evaluation counter for the Jacobian.

string ToString()

Public Properties

int FunctionEvaluations get;

Number of function evaluations.