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MtxIntDiff.NumericGradHess Function
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Numerical gradient and Hessian matrix.

Pascal
procedure NumericGradHess(Fun: TRealFunction; const Pars: TVec; const Consts: TVec; Const ObjConst: Array of TObject; const Grad: TVec; const Hess: TMtx);
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Parameters
Parameters 
Description 
Fun 
Real function of several variables. 
Pars 
Function variables. 
Consts 
Array of additional constants which can be used in math formula. 
ObjConst 
Array of additional constants (pointers) which can be used in math formula. 
Grad 
Returns calculated gradient. If needed, Grad Length and Complex properties are adjusted automatically. 
Hess 
Returns calculated Hessian matrix. If needed, Hess matrix size and complex properties are adjusted automatically. 
Description

Calculates the numerical gradient and Hessian matrix.

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