centered_difference.h File Reference

Numerical differentiation with centered difference schemes. More...

#include "../defs.h"
#include "../../ads/array/FixedArray.h"
#include <functional>
#include <limits>
#include <cmath>

Go to the source code of this file.

Namespaces
namespace	numerical
Classes
class	numerical::DerivativeCenteredDifference< Functor >
	The numerical derivative of a functor. More...
class	numerical::GradientCenteredDifference< N, Functor, T >
	The numerical gradient of a functor. More...
Functions
template<class Functor>
void	numerical::derivative_centered_difference (const Functor &f, const typename Functor::argument_type x, typename Functor::result_type &deriv, const typename Functor::argument_type delta=std::pow(std::numeric_limits< typename Functor::argument_type >::epsilon(), 1.0/3.0))
	Calculate f'(x).
template<class Functor>
Functor::result_type	numerical::derivative_centered_difference (const Functor &f, const typename Functor::argument_type x, const typename Functor::argument_type delta=std::pow(std::numeric_limits< typename Functor::argument_type >::epsilon(), 1.0/3.0))
	Return f'(x).
template<int N, class Functor, typename T>
void	numerical::gradient_centered_difference (const Functor &f, typename Functor::argument_type x, ads::FixedArray< N, typename Functor::result_type > &gradient, const T delta=std::pow(std::numeric_limits< T >::epsilon(), 1.0/3.0))
	Calculate the gradient of f at x.
template<int N, class Functor, typename T>
ads::FixedArray< N, typename Functor::result_type >	numerical::gradient_centered_difference (const Functor &f, typename Functor::argument_type x, const T delta=std::pow(std::numeric_limits< T >::epsilon(), 1.0/3.0))
	Return the gradient of f at x.

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Detailed Description

Numerical differentiation with centered difference schemes.

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