The Jacobian form of a linearization (decisions.md [linearization-forms]), which methods::linearized() and a Jacobian returned with the value compute (decisions.md [returned-jacobians]): the Jacobian \( H \) of the output in the marked input at its mean, and the cross-covariance \( \Sigma_{xy} = P H^T \). More...

#include <EmrysFilter/Models/Linearization.h>

Detailed Description

The Jacobian form of a linearization (decisions.md [linearization-forms]), which methods::linearized() and a Jacobian returned with the value compute (decisions.md [returned-jacobians]): the Jacobian \( H \) of the output in the marked input at its mean, and the cross-covariance \( \Sigma_{xy} = P H^T \).

OutputWithCross names it. The method fixes the form and no caller chooses it, so it is not a policy and has no factory (decisions.md [policy-factories]).

The documentation for this struct was generated from the following file:

EmrysFilter/Models/Linearization.h