DenseJacobianMatrixEvaluator Type

Approximates the jacobian matrix using finite differences (assuming the jacobian is a dense matrix).

Constructors

Constructor Description

DenseJacobianMatrixEvaluator(f)

Full Usage: DenseJacobianMatrixEvaluator(f)

Parameters:
    f : Action<float, float[], float[]> - 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.

Initializes a new instance of the DenseJacobianMatrixEvaluator class.

f : Action<float, float[], float[]>

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.

Instance members

Instance member Description

this.EvaluateJacobian

Full Usage: this.EvaluateJacobian

Parameters:
    x : float - The value of the independent variable (usually named x or t).
    y : float[] - The array of y values.
    jac : byref<IMatrix<float>> - At return, contains the matrix with jacobian values. If you provide null as this parameter, a new matrix is allocated.

Evaluates the jacobian matrix.

x : float

The value of the independent variable (usually named x or t).

y : float[]

The array of y values.

jac : byref<IMatrix<float>>

At return, contains the matrix with jacobian values. If you provide null as this parameter, a new matrix is allocated.