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Class CH.epfl.lcvm.mccc.NumericalJacobian
java.lang.Object
|
+----CH.epfl.lcvm.mccc.NumericalJacobian
- public class NumericalJacobian
- extends Object
- implements HasJacobian
A class which computes a numerical approximation to the jacobian of the
give function
-
NumericalJacobian(Function)
- Creates a jacobian from the given function
-
jacobian(Matrix)
- Returns the jacobian of the function at the specified point
Based on the function in "Numerical Recipes in C" second
edition page 388.
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main(String[])
-
Exercise the class by trying the various functions
NumericalJacobian
public NumericalJacobian(Function func)
- Creates a jacobian from the given function
- Parameters:
- func - The function for which to approximate the jacobian
jacobian
public Matrix jacobian(Matrix value)
- Returns the jacobian of the function at the specified point
Based on the function in "Numerical Recipes in C" second
edition page 388. Note that if the input matrix has
more then one column only the first is used.
- Parameters:
- value - the point at which to evaluate the jacobian
- Returns:
- the Jacobian of the function evaluated at the input point
main
public static void main(String argv[])
- Exercise the class by trying the various functions
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