NumericGradHess Routine

Summary

Numerical gradient and Hessian matrix.

Declaration

Procedure NumericGradHess(Fun: TRealFunction; Pars: TVec; const Consts: array of TSample; const ObjConst: array of TObject; Grad: TVec; Hess: TMtx);

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.
Hess	Returns calculated Hessian matrix. If needed, Hess matrix size and complex properties are adjusted automatically.

Description

Calculates the numerical gradient and Hessian matrix.

See Also
Marquardt
TGradHess