pub fn finite_diff_jacobian<S: Scalar>(
r: &dyn Fn(&[S], &mut [S]),
x: &[S],
m: usize,
jac: &mut [S],
)Expand description
Compute a finite-difference Jacobian of residual r at x using the canonical
central FD step cbrt(S::EPSILON) * (1 + |x|), which scales with |x| to
remain valid for large-magnitude parameters. The additive scaling prevents
silent zero-Jacobian failures that occur when an unscaled step falls below
the precision floor of x + h == x (manifesting for |x| > ~5e7 at f64
precision).
jac is row-major m*n.