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FindMinimumOfFunctionGradientHessian(FuncVectorDouble, Double, FuncVectorDouble, VectorDouble, FuncVectorDouble, MatrixDouble, VectorDouble, Double, Int32) Method

Find vector x that minimizes the function f(x) using the Newton algorithm. For more options and diagnostics consider to use NewtonMinimizer directly.

Namespace: Altaxo.Calc
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
Copy
public static Vector<double> OfFunctionGradientHessian(
	Func<Vector<double>, double> function,
	Func<Vector<double>, Vector<double>> gradient,
	Func<Vector<double>, Matrix<double>> hessian,
	Vector<double> initialGuess,
	double gradientTolerance = 1E-08,
	int maxIterations = 1000
)

Parameters

function  FuncVectorDouble, Double
The function to minimize.
gradient  FuncVectorDouble, VectorDouble
The gradient function.
hessian  FuncVectorDouble, MatrixDouble
The Hessian function.
initialGuess  VectorDouble
The initial guess.
gradientTolerance  Double  (Optional)
The gradient tolerance.
maxIterations  Int32  (Optional)
The maximum number of iterations.

Return Value

VectorDouble
The minimizing point.
See Also