fsolve-js/types/differentiator.d.ts

A numerical solver for non-linear systems of equations, utilizing the n-dimensional Newton-Raphson method.

import { Matrix } from "mathjs";
/**
 * Differentiator class
 * Implements the numerical calculation of a jacobian
 */
export declare class Differentiator {
    /**
     * Delta variation to calculate derivatives numerically
     */
    private delta;
    /**
     * Jacobian class constructor
     * @param delta Delta variation to calculate derivatives numerically
     */
    constructor(delta?: number);
    /**
     * Calculates numerical jacobian of f (vector) evaluated at x (vector)
     * @param f function vector (m x 1)
     * @param x point vector (n x 1) mathjs matrix
     *
     * @returns jacobian matrix (m x n),
     */
    jacobian(f: (x: Matrix) => Matrix, x: Matrix): Matrix;
    /**
     * Numerically calculates the gradient of f evaluated at x.
     */
    gradient(f: (x: Matrix) => number, x: Matrix): Matrix;
    /**
     * Numerically calculates the jth partial derivative at x
     */
    partialDiff(f: (x: Matrix) => number, j: number, x: Matrix): number;
    private replaceRow;
}