scirs2_optimize::sparse_numdiff::jacobian

Function sparse_jacobian

Source 
pub fn sparse_jacobian<F>(
    func: F,
    x: &ArrayView1<'_, f64>,
    f0: Option<&Array1<f64>>,
    sparsity_pattern: Option<&CsrArray<f64>>,
    options: Option<SparseFiniteDiffOptions>,
) -> Result<CsrArray<f64>, OptimizeError>
where
    F: Fn(&ArrayView1<'_, f64>) -> Array1<f64> + Sync,
Expand description

Computes a sparse Jacobian matrix using finite differences

§Arguments

  • func - Function to differentiate, takes ArrayView1 and returns Array1
  • x - Point at which to compute the Jacobian
  • f0 - Function value at x (if None, computed internally)
  • sparsity_pattern - Sparse matrix indicating the known sparsity pattern (if None, dense Jacobian)
  • options - Options for finite differences computation

§Returns

  • CsrArray<f64> - Sparse Jacobian matrix in CSR format