numerical_jacobian_with_param

Function numerical_jacobian_with_param 

Source
pub fn numerical_jacobian_with_param<F, Func>(
    f: &Func,
    t: F,
    x: ArrayView1<'_, F>,
    f_tx: Option<ArrayView1<'_, F>>,
    eps: F,
) -> Array2<F>
where F: IntegrateFloat, Func: Fn(F, ArrayView1<'_, F>) -> Array1<F>,
Expand description

Compute the numerical Jacobian of a vector-valued function with scalar parameter

§Arguments

  • f - The function to differentiate (with scalar parameter)
  • t - The scalar parameter value
  • x - The point at which to evaluate the Jacobian
  • f_tx - Optional pre-computed function value at (t,x) (to avoid recomputation)
  • eps - Step size for finite differences

§Returns

  • The Jacobian matrix (n_outputs x n_inputs)