NumericalDifferentiationHessianTFunctionParameter(FuncDoubleMatrix, TFunctionParameter, Double, DoubleMatrix, TFunctionParameter) Method

Returns the Hessian matrix of the specified parametric function at the given argument.

Definition

Namespace: Novacta.Analytics
Assembly: Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.1.0+428f3840cfab98dda567bb0ed350b302533e273a

C#

public static DoubleMatrix Hessian<TFunctionParameter>(
	Func<DoubleMatrix, TFunctionParameter, double> function,
	DoubleMatrix argument,
	TFunctionParameter parameter
)

VB

Public Shared Function Hessian(Of TFunctionParameter) ( 
	function As Func(Of DoubleMatrix, TFunctionParameter, Double),
	argument As DoubleMatrix,
	parameter As TFunctionParameter
) As DoubleMatrix

C++

public:
generic<typename TFunctionParameter>
static DoubleMatrix^ Hessian(
	Func<DoubleMatrix^, TFunctionParameter, double>^ function, 
	DoubleMatrix^ argument, 
	TFunctionParameter parameter
)

F#

static member Hessian : 
        function : Func<DoubleMatrix, 'TFunctionParameter, float> * 
        argument : DoubleMatrix * 
        parameter : 'TFunctionParameter -> DoubleMatrix

Parameters

function FuncDoubleMatrix, TFunctionParameter, Double: The function to be differentiated.
argument DoubleMatrix: The argument at which the Hessian must be evaluated.
parameter TFunctionParameter: The function parameter.

Type Parameters

TFunctionParameter: The type of the function parameter.

Return Value

DoubleMatrix
The Hessian matrix of the specified function evaluated at the given argument.

Exceptions

ArgumentNullException

function is null.
-or-
argument is null.