Module fenris_optimize::calculus

Calculus helper traits and numerical differentiation

Structs

ConcreteVectorFunction

VectorFunctionBuilder

Traits

DifferentiableVectorFunction

VectorFunction

Functions

approximate_gradient_fd

Approximates the derivative of the function f: R^n -> R with finite differences.

approximate_gradient_fd_into

Approximates the derivative of the function f: R^n -> R with finite differences.

approximate_jacobian

Approximates the Jacobian of a vector function evaluated at x, using central finite differences with resolution h.

approximate_jacobian_fd

Approximates the Jacobian of the function $f: \mathbb{R}^n \rightarrow \mathbb{R}^m$ with finite differences.

approximate_jacobian_fd_into

Approximates the Jacobian of the function $f: \mathbb{R}^n \rightarrow \mathbb{R}^m$ with finite differences.