Function peroxide::numerical::utils::jacobian

pub fn jacobian<F>(g: F, x: Vec<f64>) -> Matrix where
    F: Fn(Vec<Number>) -> Vec<Number>, 

Jacobian Matrix

Description

: Exact jacobian matrix using Automatic Differenitation

Type

(Vector, F) -> Matrix where F: Fn(Vec) -> Vec

Examples

extern crate peroxide;
use peroxide::*;

let x = c!(1, 1);
let j = jacobian(f, x);
j.print();

//      c[0] c[1]
// r[0]    1    1
// r[1]   -1    2

fn f(xs: Vec<Number>) -> Vec<Number> {
    let x = xs[0];
    let y = xs[1];

    vec![
       x - y,
       x + 2.*y,
   ]
}