void NumericGradHess(TRealFunction Fun, TVec *Pars, TVec *Consts, const DewArray<tObject *> &ObjConst, TVec *Grad, TMtx *Hess);
Numerical gradient and Hessian matrix.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | Fun | TRealFunction | Real function of several variables. |
| 2 | Pars | TVec * | Function variables. |
| 3 | Consts | TVec * | Array of additional constants which can be used in math formula. |
| 4 | ObjConst | const DewArray<tObject *> & | Array of additional constants (pointers) which can be used in math formula. |
| 5 | Grad | TVec * | Returns calculated gradient. If needed, Grad Length and Complex properties are adjusted automatically. |
| 6 | Hess | TMtx * | Returns calculated Hessian matrix. If needed, Hess matrix size and complex properties are adjusted automatically. |
Remarks:
Calculates the numerical gradient and Hessian matrix.
See Also: Optimization::Marquardt, TGradHess
Declared in Dew::Math::Units::MtxIntDiff · Dew.Math/Units.MtxIntDiff.h · Cross-compiler