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MtxIntDiff.NumericGradRichardson Method
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Numerical gradient by high precision numerical differentiation.

Syntax
C#
Visual Basic
public static void NumericGradRichardson(TRealFunction Fun, [In] TVec Pars, [In] TVec Consts, [In] object[] ObjConst, [In] TVec Grad);
Parameters
Parameters 
Description 
TRealFunction Fun 
Real function of several variables. 
[In] TVec Pars 
Function variables. 
[In] TVec Consts 
Array of additional constants which can be used in math formula. 
[In] object[] ObjConst 
Array of additional constants (pointers) which can be used in math formula. 
[In] TVec Grad 
Returns calculated gradient. If needed, Grad Length and Complex properties are adjusted automatically. 
Remarks

Calculates the numerical gradient by high precision numerical differentiation. The algorithm uses Richardson extrapolation of three values of the symmetric difference quotient. The gradient step size is defined by GradStepSize global variable. Normally the optimal stepsize depends on seventh partial derivatives of the function. Since they are not available, the initial value for GradientStepSize is Exp(Ln(EPS)/7)*0.25, as suggested by Spellucci.

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