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Object-oriented Scientific Computing Library: Version 0.910
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Simple automatic Jacobian. More...
#include <jacobian.h>
This class computes a numerical Jacobian by finite differencing. The stepsize is chosen to be or
if
.
This is nearly equivalent to the GSL method for computing Jacobians as in multiroots/fdjac.c
. To obtain the GSL behavior, set epsrel to GSL_SQRT_DBL_EPSILON
and set epsmin to zero. The gsl_mroot_hybrids class sets epsrel to GSL_SQRT_DBL_EPSILON
in its constructor, but does not set epsmin to zero.
This class does not separately check the vector and matrix sizes to ensure they are commensurate.
Definition at line 273 of file jacobian.h.
Public Member Functions | |
virtual int | operator() (size_t nv, vec_t &x, vec_t &y, mat_t &jac) |
The operator() | |
Data Fields | |
double | epsrel |
The relative stepsize for finite-differencing (default ![]() | |
double | epsmin |
The minimum stepsize (default ![]() | |
bool | err_nonconv |
If true, call the error handler if the routine does not "converge". | |
Protected Attributes | |
alloc_t | ao |
For memory allocation. | |
alloc_vec_t | f |
Function values. | |
alloc_vec_t | xx |
Function arguments. | |
size_t | mem_size |
Size of allocated memory. |
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