SolvableMultivariableFunctionOperationsComputeJacobianNumerically Method |
Computes the Jacobian of a
SolvableMultivariableFunction numerically. This will call the
appropriate events on the functions as they are computed.
Namespace:
AGI.Foundation.NumericalMethods.Advanced
Assembly:
AGI.Foundation.Core (in AGI.Foundation.Core.dll) Version: 24.2.419.0 (24.2.419.0)
Syntax public static NumericallyComputedMultivariableFunctionDerivativeResults ComputeJacobianNumerically(
SolvableMultivariableFunction function,
double[] variables,
double[] perturbationValues,
FiniteDifferenceMethod differenceMethod,
bool multithreaded,
SolvableMultivariableFunctionResults precomputedValueResults,
ITrackCalculationProgress progressTracker
)
Public Shared Function ComputeJacobianNumerically (
function As SolvableMultivariableFunction,
variables As Double(),
perturbationValues As Double(),
differenceMethod As FiniteDifferenceMethod,
multithreaded As Boolean,
precomputedValueResults As SolvableMultivariableFunctionResults,
progressTracker As ITrackCalculationProgress
) As NumericallyComputedMultivariableFunctionDerivativeResults
public:
static NumericallyComputedMultivariableFunctionDerivativeResults^ ComputeJacobianNumerically(
SolvableMultivariableFunction^ function,
array<double>^ variables,
array<double>^ perturbationValues,
FiniteDifferenceMethod differenceMethod,
bool multithreaded,
SolvableMultivariableFunctionResults^ precomputedValueResults,
ITrackCalculationProgress^ progressTracker
)
static member ComputeJacobianNumerically :
function : SolvableMultivariableFunction *
variables : float[] *
perturbationValues : float[] *
differenceMethod : FiniteDifferenceMethod *
multithreaded : bool *
precomputedValueResults : SolvableMultivariableFunctionResults *
progressTracker : ITrackCalculationProgress -> NumericallyComputedMultivariableFunctionDerivativeResults
Parameters
- function
- Type: AGI.Foundation.NumericalMethodsSolvableMultivariableFunction
The SolvableMultivariableFunction to compute the Jacobian for. - variables
- Type: SystemDouble
The independent variables to compute the Jacobian at. - perturbationValues
- Type: SystemDouble
How much each variables should be perturbed while computing
the Jacobian. - differenceMethod
- Type: AGI.Foundation.NumericalMethodsFiniteDifferenceMethod
The differencing method to use to numerically compute the derivative. - multithreaded
- Type: SystemBoolean
Should this routine use a multithreaded algorithm. Usually
the multithreaded algorithm will be faster, however in cases where there are very few variables
and the function evaluates very quickly, it may be faster to set this to
false. - precomputedValueResults
- Type: AGI.Foundation.NumericalMethodsSolvableMultivariableFunctionResults
The function results at the variables.
This is optional; if this is then the function will be evaluated
at the variables. - progressTracker
- Type: AGI.FoundationITrackCalculationProgress
An optional progress tracker.
Return Value
Type:
NumericallyComputedMultivariableFunctionDerivativeResultsThe evaluated Jacobian of the function.
See Also