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NumericalJacobianEvaluate(FuncDouble, Double, Double, Double) Method

Evaluates the Jacobian of a multivariate function f at vector x given a current function value.

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,
	double currentValue
)

Parameters

f  FuncDouble, Double
Multivariate function handle.
x  Double
Points at which to evaluate Jacobian.
currentValue  Double
Current function value at finite difference center.

Return Value

Double
Jacobian vector.
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 added efficiency. This method also assumes that the length of vector x consistent with the argument count of f.
See Also