Scythe-1.0.3
template<matrix_order RO, matrix_style RS, typename T , matrix_order PO, matrix_style PS, typename FUNCTOR >
Matrix<T, RO, RS> scythe::gradfdif ( FUNCTOR  fun,
const Matrix< T, PO, PS > &  theta 
)

Calculate gradient of a function using a forward difference formula.

This function numerically calculates the gradient of a vector-valued function at theta using a forward difference formula.

Parameters:
funThe function to calculate the gradient of. This function should both take and return a single Matrix (vector) of type T.
thetaThe column vector of values at which to calculate the gradient of the function.
See also:
gradfdifls(FUNCTOR fun, T alpha, const Matrix<T,PO1,PS1>& theta, const Matrix<T,PO2,PS2>& p)
jacfdif(FUNCTOR fun, const Matrix<T,PO,PS>& theta)
hesscdif(FUNCTOR fun, const Matrix<T,PO,PS>& theta)
Exceptions:
scythe_dimension_error(Level 1)
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.

References scythe::Matrix_base< ORDER, STYLE >::isColVector(), SCYTHE_CHECK_10, scythe::Matrix_base< ORDER, STYLE >::size(), and sqrt().

Referenced by BFGS(), and linesearch1().