NumericalDifferentiation Class

Provides methods to numerically approximate first or second order derivatives of functions having multidimensional arguments.

Definition

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

C#

public static class NumericalDifferentiation

VB

Public NotInheritable Class NumericalDifferentiation

C++

public ref class NumericalDifferentiation abstract sealed

F#

[<AbstractClassAttribute>]
[<SealedAttribute>]
type NumericalDifferentiation = class end

Gradient(FuncDoubleMatrix, Double, DoubleMatrix)	Returns the gradient of the specified nonparametric function at the given argument.
GradientTFunctionParameter(FuncDoubleMatrix, TFunctionParameter, Double, DoubleMatrix, TFunctionParameter)	Returns the gradient of the specified parametric function at the given argument.
Hessian(FuncDoubleMatrix, Double, DoubleMatrix)	Returns the Hessian matrix of the specified nonparametric function at the given argument.
HessianTFunctionParameter(FuncDoubleMatrix, TFunctionParameter, Double, DoubleMatrix, TFunctionParameter)	Returns the Hessian matrix of the specified parametric function at the given argument.