UtilCalcJacobian Method (VectorFunction, Double, Double, Double, Double)

Calculates numerically the Jacobian

Use if fx is already calculated.

Namespace: DHIMath.Numerics
Assembly: DHI.Mike1D.Generic (in DHI.Mike1D.Generic.dll) Version: 16.0.0.0 (11.1.1.1111)

Syntax

public static void CalcJacobian(
	VectorFunction function,
	double[] x,
	double[] fx,
	double[] dfdx,
	double reldx
)

function: Type: DHIMath.NumericsVectorFunction
Function to calculate the Jacobian of
x: Type: SystemDouble
Point at which to calculate Jacobian
fx: Type: SystemDouble
Function value at x, f(x)
dfdx: Type: SystemDouble
Jacobian in column major format, must be of size dimx*dimf
reldx: Type: SystemDouble
Relative dx used in numerical gradient calculation