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ObjectiveFunctionGradientHessian(FuncVectorDouble, Double, FuncVectorDouble, VectorDouble, FuncVectorDouble, MatrixDouble) Method

Objective function where both Gradient and Hessian are available. Lazy evaluation.

Namespace: Altaxo.Calc.Optimization
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
public static IObjectiveFunction GradientHessian(
	Func<Vector<double>, double> function,
	Func<Vector<double>, Vector<double>> gradient,
	Func<Vector<double>, Matrix<double>> hessian
)

Parameters

function  FuncVectorDouble, Double

[Missing <param name="function"/> documentation for "M:Altaxo.Calc.Optimization.ObjectiveFunction.GradientHessian(System.Func{Altaxo.Calc.LinearAlgebra.Vector{System.Double},System.Double},System.Func{Altaxo.Calc.LinearAlgebra.Vector{System.Double},Altaxo.Calc.LinearAlgebra.Vector{System.Double}},System.Func{Altaxo.Calc.LinearAlgebra.Vector{System.Double},Altaxo.Calc.LinearAlgebra.Matrix{System.Double}})"]

gradient  FuncVectorDouble, VectorDouble

[Missing <param name="gradient"/> documentation for "M:Altaxo.Calc.Optimization.ObjectiveFunction.GradientHessian(System.Func{Altaxo.Calc.LinearAlgebra.Vector{System.Double},System.Double},System.Func{Altaxo.Calc.LinearAlgebra.Vector{System.Double},Altaxo.Calc.LinearAlgebra.Vector{System.Double}},System.Func{Altaxo.Calc.LinearAlgebra.Vector{System.Double},Altaxo.Calc.LinearAlgebra.Matrix{System.Double}})"]

hessian  FuncVectorDouble, MatrixDouble

[Missing <param name="hessian"/> documentation for "M:Altaxo.Calc.Optimization.ObjectiveFunction.GradientHessian(System.Func{Altaxo.Calc.LinearAlgebra.Vector{System.Double},System.Double},System.Func{Altaxo.Calc.LinearAlgebra.Vector{System.Double},Altaxo.Calc.LinearAlgebra.Vector{System.Double}},System.Func{Altaxo.Calc.LinearAlgebra.Vector{System.Double},Altaxo.Calc.LinearAlgebra.Matrix{System.Double}})"]

Return Value

IObjectiveFunction

[Missing <returns> documentation for "M:Altaxo.Calc.Optimization.ObjectiveFunction.GradientHessian(System.Func{Altaxo.Calc.LinearAlgebra.Vector{System.Double},System.Double},System.Func{Altaxo.Calc.LinearAlgebra.Vector{System.Double},Altaxo.Calc.LinearAlgebra.Vector{System.Double}},System.Func{Altaxo.Calc.LinearAlgebra.Vector{System.Double},Altaxo.Calc.LinearAlgebra.Matrix{System.Double}})"]

See Also