Displaying 1 result from an estimated 1 matches for "scalarfunction".
2008 Mar 27
1
A faster way to compute finite-difference gradient of a scalar function of a large number of variables
Hi All,
I would like to compute the simple finite-difference approximation to the
gradient of a scalar function of a large number of variables (on the order
of 1000). Although a one-time computation using the following function
grad() is fast and simple enough, the overhead for repeated evaluation of
gradient in iterative schemes is quite significant. I was wondering whether
there are