Interface DerivOptions

Options for grad, jacobian and hessian.

interface DerivOptions {
    d?: number;
    eps?: number;
    method?: "Richardson" | "simple";
    r?: number;
    zeroTol?: number;
}

Properties

d?: number

Relative initial step of "Richardson". Default 1e-4 (0.1 for hessian).

eps?: number

Step for "simple", and for coordinates near 0 in "Richardson". Default 1e-4.

method?: "Richardson" | "simple"

"Richardson" (default) or "simple" (forward difference; not for hessian).

r?: number

Number of halvings of the step (Richardson iterations), at most 512. Default 4.

zeroTol?: number

Coordinates with |x| below this get the step eps. Default sqrt(2.220446e-16 / 7e-7).