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template<matrix_order RO, matrix_style RS, typename T , matrix_order PO, matrix_style PS, typename FUNCTOR >
Calculate the Jacobian of a function using a forward difference formula.
This function numerically calculates the Jacobian of a vector-valued function using a forward difference formula.
- Parameters:
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fun | The function to calculate the Jacobian of. This function should both take and return a Matrix (vector) of type T. |
theta | The column vector of parameter values at which to take the Jacobian of fun. |
- See also:
- gradfdif(FUNCTOR fun, const Matrix<T,PO,PS>& theta)
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gradfdifls(FUNCTOR fun, T alpha, const Matrix<T,PO1,PS1>& theta, const Matrix<T,PO2,PS2>& p)
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hesscdif(FUNCTOR fun, const Matrix<T,PO,PS>& theta)
- Exceptions:
-
- Note:
- Users will typically wish to implement fun in terms of a functor. Using a functor provides a generic way in which to evaluate functions with more than one parameter. Furthermore, although one can pass a function pointer to this routine, the compiler cannot inline and fully optimize code referenced by function pointers.
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References scythe::Matrix_base< ORDER, STYLE >::isColVector(), scythe::Matrix_base< ORDER, STYLE >::rows(), SCYTHE_CHECK_10, and sqrt().
Referenced by nls_broyden().
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