Summary
Numerical gradient by numerical differentiation using the forward difference quotient.
Unit
MtxIntDiff
Declaration
Procedure NumericGradDifference(Fun: TRealFunction; Pars: TVec; const Consts: array of TSample; const ObjConst: array of TObject; Grad: TVec);
| Parameter | Description |
|---|
| Fun | Real function of several variables. |
| Pars | Function variables. |
| Consts | Array of additional constants which can be used in math formula. |
| PConsts | 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. |
Description
Calculates the numerical gradient by numerical differentiation using the forward difference quotient. The NumericGradDifference procedure can be used with a very moderate (>=1.0e-4) precision requirement.
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