Approximates the jacobian matrix using finite differences (assuming the jacobian is a band matrix with a fixed lower and upper bandwidth).
Constructor | Description |
Full Usage:
BandJacobianMatrixEvaluator(f, lowerBandwidth, upperBandwidth)
Parameters:
Action<float, float[], float[]>
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The function to calculate the derivatives. First argument is the independent variable (usually designated with x or t),
2nd argument is the array of y values, and the third array accomodates the calculated derivatives dy/dx.
lowerBandwidth : int
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The lower bandwidth of the band matrix.
upperBandwidth : int
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The upper bandwidth of the band matrix.
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Instance member | Description |
Full Usage:
this.EvaluateJacobian
Parameters:
float
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The value of the independent variable (usually named x or t).
y : float[]
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The array of y values.
jac : byref<IMatrix<float>>
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At return, contains the matrix with jacobian values. If you provide null as this parameter, a new matrix is allocated.
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Evaluates the jacobian matrix.
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