procedure NumericGradHess(Fun: TRealFunction; const Pars: TVec; const Consts: TVec; const ObjConst: TObjectArray; const Grad: TVec; const Hess: TMtx);
Numerical gradient and Hessian matrix.
| # | Name | Description |
|---|---|---|
| 1 | Fun | Real function of several variables. |
| 2 | Pars | Function variables. |
| 3 | Consts | Array of additional constants which can be used in math formula. |
| 4 | ObjConst | Array of additional constants (pointers) which can be used in math formula. |
| 5 | Grad | Returns calculated gradient. If needed, Grad Length and Complex properties are adjusted automatically. |
| 6 | Hess | Returns calculated Hessian matrix. If needed, Hess matrix size and complex properties are adjusted automatically. |
Result: stored in self (calling object)
Remarks:
Calculates the numerical gradient and Hessian matrix.
See Also: Optimization.Marquardt, TGradHess