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forward_difference_jacobian

Function forward_difference_jacobian 

Source
pub fn forward_difference_jacobian<P, V>(
    problem: &P,
    x: &V,
    function_precision: f64,
    fixed_step: Option<f64>,
) -> Result<<V as DenseMatrixFromFn>::Matrix, P::Error>
where P: Residual<Param = V, Output = V> + MaybeSync, V: Clone + VectorLen + VectorIndex + DenseMatrixFromFn + MaybeSync + MaybeSend, P::Error: MaybeSend,
Expand description

Forward-difference Jacobian, column j ≈ (r(x+hⱼeⱼ) − r(x)) / hⱼ.

Reproduces MINPACK fdjac2: eps = sqrt(function_precision), hⱼ = eps·|xⱼ|, hⱼ = eps when xⱼ = 0. n+1 residual evaluations. The result is an m × n matrix (m = r(x).len(), n = x.len()). Returns Err if any probe’s residual does.