IMSL C# Numerical Library

ZeroSystem.IJacobian.Jacobian Method 

On return, jac contains the value of the Jacobian at the given point.

void Jacobian(
   double[] x,
   double[,] jac
);

Parameters

x
A double array which contains the point at which the Jacobian is to be evaluated. The contents of this array must not be altered by this function.
jac
A double matrix which, on return, contains the value of the Jacobian at x. The value of jac[i,j] is the derivative of f[i] with respect to x[j].

See Also

ZeroSystem.IJacobian Interface | Imsl.Math Namespace