NumericalDifferentiation Class

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

Inheritance Hierarchy

SystemObject
Novacta.AnalyticsNumericalDifferentiation

Namespace: Novacta.Analytics
Assembly: Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.0.0

Syntax

public static class NumericalDifferentiation

Public NotInheritable Class NumericalDifferentiation

public ref class NumericalDifferentiation abstract sealed

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

Methods

	Name	Description
	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.