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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: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
Copy
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
The objective function.
gradient  FuncVectorDouble, VectorDouble
The gradient function.
hessian  FuncVectorDouble, MatrixDouble
The Hessian function.

Return Value

IObjectiveFunction
An objective function that evaluates the value eagerly and derivatives lazily.
See Also