|
|
|
@ -33,7 +33,7 @@ using System; |
|
|
|
namespace MathNet.Numerics.Differentiation |
|
|
|
{ |
|
|
|
/// <summary>
|
|
|
|
/// Class for evaluating the Jacobian of a function using finite differences.
|
|
|
|
/// Class for evaluating the Jacobian of a function using finite differences.
|
|
|
|
/// By default, a central 3-point method is used.
|
|
|
|
/// </summary>
|
|
|
|
public class NumericalJacobian |
|
|
|
@ -57,14 +57,14 @@ namespace MathNet.Numerics.Differentiation |
|
|
|
/// Creates a numerical Jacobian with a specified differentiation scheme.
|
|
|
|
/// </summary>
|
|
|
|
/// <param name="points">Number of points for Jacobian evaluation.</param>
|
|
|
|
/// <param name="center">Center point for differentation.</param>
|
|
|
|
/// <param name="center">Center point for differentiation.</param>
|
|
|
|
public NumericalJacobian(int points, int center) |
|
|
|
{ |
|
|
|
_df = new NumericalDerivative(points, center); |
|
|
|
} |
|
|
|
|
|
|
|
/// <summary>
|
|
|
|
/// Evaluates the Jacbian of scalar univariate function f at point x.
|
|
|
|
/// Evaluates the Jacobian of scalar univariate function f at point x.
|
|
|
|
/// </summary>
|
|
|
|
/// <param name="f">Scalar univariate function handle.</param>
|
|
|
|
/// <param name="x">Point at which to evaluate Jacobian.</param>
|
|
|
|
@ -97,9 +97,9 @@ namespace MathNet.Numerics.Differentiation |
|
|
|
/// Evaluates the Jacobian of a multivariate function f at vector x given a current function value.
|
|
|
|
/// </summary>
|
|
|
|
/// <remarks>
|
|
|
|
/// 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
|
|
|
|
/// 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.
|
|
|
|
/// </remarks>
|
|
|
|
/// <param name="f">Multivariate function handle.</param>
|
|
|
|
@ -139,9 +139,9 @@ namespace MathNet.Numerics.Differentiation |
|
|
|
/// Evaluates the Jacobian of a multivariate function array f at vector x given a vector of current function values.
|
|
|
|
/// </summary>
|
|
|
|
/// <remarks>
|
|
|
|
/// To minimize the number of function evaluations, a user can supply a vector of current values of the functions
|
|
|
|
/// to be used in computing the Jacobian. These 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
|
|
|
|
/// To minimize the number of function evaluations, a user can supply a vector of current values of the functions
|
|
|
|
/// to be used in computing the Jacobian. These 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.
|
|
|
|
/// </remarks>
|
|
|
|
/// <param name="f">Multivariate function array handle.</param>
|
|
|
|
|
Christoph Ruegg
12 years ago