Optimizationjacobian_prec Method

ILNumerics Ultimate VS Documentation

ILNumerics - Technical Application Development

High precision numerical estimation of the jacobian matrix of the objective function at the position x

[ILNumerics Optimization Toolbox]

Namespace: ILNumerics.Toolboxes
Assembly: ILNumerics.Toolboxes.Optimization (in ILNumerics.Toolboxes.Optimization.dll) Version: 5.5.0.0 (5.5.7503.3146)

Syntax

Copy

public static RetArray<double> jacobian_prec(
	OptimizationObjectiveFunction<double> func,
	InArray<double> x,
	InArray<double> Fx = null
)

Public Shared Function jacobian_prec ( 
	func As OptimizationObjectiveFunction(Of Double),
	x As InArray(Of Double),
	Optional Fx As InArray(Of Double) = Nothing
) As RetArray(Of Double)

Dim func As OptimizationObjectiveFunction(Of Double)
Dim x As InArray(Of Double)
Dim Fx As InArray(Of Double)
Dim returnValue As RetArray(Of Double)

returnValue = Optimization.jacobian_prec(func, 
	x, Fx)

Parameters

func: Type: ILNumerics.ToolboxesOptimizationObjectiveFunctionDouble
Objective function(s)
x: Type: ILNumericsInArrayDouble
Vector giving the current position of evaluation
Fx (Optional): Type: ILNumericsInArrayDouble
Vector with the result of the evaluation of the functions at x

Return Value

Type: RetArrayDouble
An array of dimension numberOfLines(f) X numberOfColumns(x)

Exceptions

Exception	Condition
ArgumentNullException	If x has a null component
ArgumentOutOfRangeException	If f is not defined at x

Remarks

This is a precise version of the jacobian estimation, using (forward+backward) finite differences with automatic step size tuning and Ridders' method of polynomial extrapolation.

If an input array is empty, an empty array will be returned.

[ILNumerics Optimization Toolbox]

Examples

Copy

Array<double> x0 = 10 * rand(10, 1);
Array<double> grad = diag(Optimization.jacobian_prec(x => cos(x), x0, null));

Reference

Optimization Class

ILNumerics.Toolboxes Namespace

Other Resources

http://ilnumerics.net/ilnumerics-optimization-toolbox.html

OptimizationAddLanguageSpecificTextSet("LST44C3BD24_0?cpp=::|nu=.");jacobian_prec Method

Parameters

Return Value

Reference

Other Resources

Optimizationjacobian_prec Method