scirs2_optimize::sparse_numdiff::finite_diff

Function compute_step_sizes

Source 
pub fn compute_step_sizes(
    x: &ArrayView1<'_, f64>,
    options: &SparseFiniteDiffOptions,
) -> Vec<f64>
Expand description

Calculates appropriate step sizes for finite differences

§Arguments

  • x - Point at which to compute derivatives
  • options - Finite difference options

§Returns

Vector of step sizes for each dimension