# scipy.optimize.approx_fprime#

scipy.optimize.approx_fprime(xk, f, epsilon=1.4901161193847656e-08, *args)[source]#

Finite difference approximation of the derivatives of a scalar or vector-valued function.

If a function maps from $$R^n$$ to $$R^m$$, its derivatives form an m-by-n matrix called the Jacobian, where an element $$(i, j)$$ is a partial derivative of f[i] with respect to xk[j].

Parameters:
xkarray_like

The coordinate vector at which to determine the gradient of f.

fcallable

Function of which to estimate the derivatives of. Has the signature f(xk, *args) where xk is the argument in the form of a 1-D array and args is a tuple of any additional fixed parameters needed to completely specify the function. The argument xk passed to this function is an ndarray of shape (n,) (never a scalar even if n=1). It must return a 1-D array_like of shape (m,) or a scalar.

Changed in version 1.9.0: f is now able to return a 1-D array-like, with the $$(m, n)$$ Jacobian being estimated.

epsilon{float, array_like}, optional

Increment to xk to use for determining the function gradient. If a scalar, uses the same finite difference delta for all partial derivatives. If an array, should contain one value per element of xk. Defaults to sqrt(np.finfo(float).eps), which is approximately 1.49e-08.

*argsargs, optional

Any other arguments that are to be passed to f.

Returns:
jacndarray

The partial derivatives of f to xk.

check_grad

Check correctness of gradient function against approx_fprime.

Notes

The function gradient is determined by the forward finite difference formula:

         f(xk[i] + epsilon[i]) - f(xk[i])
f'[i] = ---------------------------------
epsilon[i]


Examples

>>> import numpy as np
>>> from scipy import optimize
>>> def func(x, c0, c1):
...     "Coordinate vector x should be an array of size two."
...     return c0 * x**2 + c1*x**2

>>> x = np.ones(2)
>>> c0, c1 = (1, 200)
>>> eps = np.sqrt(np.finfo(float).eps)
>>> optimize.approx_fprime(x, func, [eps, np.sqrt(200) * eps], c0, c1)
array([   2.        ,  400.00004198])