com.imsl.math
Interface NumericalDerivatives.Jacobian

All Superinterfaces:

NumericalDerivatives.Function

Enclosing class:

NumericalDerivatives

public static interface NumericalDerivatives.Jacobian
extends NumericalDerivatives.Function

Public interface for the user-supplied function to compute the Jacobian.

Method Summary

double[][]

jacobian(double[] y) User-supplied function to compute the Jacobian.

Methods inherited from interface com.imsl.math.NumericalDerivatives.Function

f

Method Detail

jacobian

double[][] jacobian(double[] y)

User-supplied function to compute the Jacobian.

Parameters:

y - a double array of length n, the point at which the Jacobian is to be evaluated.

Returns:

a double m by n matrix containing the Jacobian. Columns that are accumulated must have the analytic part defined on entry or else be set to zero. Columns that are skipped can be defined either before or after the evaluateJ method is invoked.