Package 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

    Modifier and Type
    Method
    Description
    double[][]
    jacobian(double[] y)
    User-supplied function to compute the Jacobian.

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

    f

  • Method Details

    • 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.