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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
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public static NumericallyComputedMultivariableFunctionDerivativeResults ComputeJacobianNumerically(
	SolvableMultivariableFunction function,
	double[] variables,
	double[] perturbationValues,
	FiniteDifferenceMethod differenceMethod,
	bool multithreaded,
	SolvableMultivariableFunctionResults precomputedValueResults,
	ITrackCalculationProgress progressTracker
)

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: NumericallyComputedMultivariableFunctionDerivativeResults
The evaluated Jacobian of the function.
See Also