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NumericalHessianEvaluate(FuncDouble, Double, Double) Method

Evaluates the Hessian of a multivariate function f at points x.

Namespace: Altaxo.Calc.Differentiation
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
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public double[,] Evaluate(
	Func<double[], double> f,
	double[] x
)

Parameters

f  FuncDouble, Double
Multivariate function handle.>
x  Double
Points at which to evaluate Hessian.>

Return Value

Double
Hessian tensor.
Remarks
This method of computing the Hessian is only valid for Lipschitz continuous functions. The function mirrors the Hessian along the diagonal since d2f/dxdy = d2f/dydx for continuously differentiable functions.
See Also