pub fn approximate_jacobian_fd<'a, T>(
m: usize,
f: impl FnMut(DVectorView<'_, T>, DVectorViewMut<'_, T>),
x: impl Into<DVectorViewMut<'a, T>>,
h: T,
) -> DMatrix<T>where
T: Real,Expand description
Approximates the Jacobian of the function $f: \mathbb{R}^n \rightarrow \mathbb{R}^m$ with finite differences.
The Jacobian matrix is the $m \times n$ matrix whose entries are given by $$ J_{ij} := \pd{f_i}{x_j}.$$
The parameter h determines the step size of the finite difference approximation.