private NMMatrix Jacobian(NVector p, NVector y)
{
NVector ps = new NVector(p); //save a copy
NMMatrix J = new NMMatrix(m, n); //creating a new J from scratch
double del_p;
for (int j = 0; j < n; j++)
{
del_p = Math.Max(dp[j] * Math.Abs(p[j]), dp[j]);
p[j] = ps[j] + del_p;
NVector y1 = func(t, p);
if (dp[j] != 0D) //forward or backward difference
J.ReplaceColumn(j, (y1 - y) / del_p);
else //central difference
{
p[j] = ps[j] - del_p;
J.ReplaceColumn(j, (y1 - func(t, p)) / (2D * del_p));
}
p[j] = ps[j]; //restore this value
}
return J;
}
