KrisLibrary
1.0.0
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Numerical differentiation routines. More...
#include "function.h"
Go to the source code of this file.
Namespaces | |
Math | |
Contains all definitions in the Math package. | |
Functions | |
Real | Math::dfCenteredDifference (RealFunction &f, Real x, Real h) |
void | Math::dfCenteredDifference (VectorFunction &f, Real x, Real h, Vector &df) |
Real | Math::dfCenteredDifferenceAdaptive (RealFunction &f, Real x, Real h0, Real tol) |
void | Math::dfCenteredDifferenceAdaptive (VectorFunction &f, Real x, Real h0, Real tol, Vector &df) |
Real | Math::ddfCenteredDifference (RealFunction &f, Real x, Real h) |
void | Math::ddfCenteredDifference (VectorFunction &f, Real x, Real h, Vector &ddf) |
void | Math::GradientForwardDifference (ScalarFieldFunction &f, Vector &x, Real h, Vector &g) |
x is provided as a temporary, it's restored to its original value later | |
void | Math::JacobianForwardDifference (VectorFieldFunction &f, Vector &x, Real h, Matrix &J) |
void | Math::HessianForwardDifference (ScalarFieldFunction &f, Vector &x, Real h, Matrix &H) |
void | Math::HessianForwardDifference_Grad (ScalarFieldFunction &f, Vector &x, Real h, Matrix &H) |
void | Math::GradientCenteredDifference (ScalarFieldFunction &f, Vector &x, Real h, Vector &g) |
void | Math::JacobianCenteredDifference (VectorFieldFunction &f, Vector &x, Real h, Matrix &J) |
void | Math::HessianCenteredDifference (ScalarFieldFunction &f, Vector &x, Real h, Matrix &H) |
void | Math::HessianCenteredDifference_Grad (ScalarFieldFunction &f, Vector &x, Real h, Matrix &H) |
void | Math::GradientCenteredDifferenceAdaptive (ScalarFieldFunction &f, Vector &x, Real h0, Real tol, Vector &g) |
void | Math::GradientForwardDifference (ScalarFieldFunction &f, Vector &x, const Vector &h, Vector &g) |
specified hi in each direction xi | |
void | Math::JacobianForwardDifference (VectorFieldFunction &f, Vector &x, const Vector &h, Matrix &J) |
void | Math::HessianForwardDifference (ScalarFieldFunction &f, Vector &x, const Vector &h, Matrix &H) |
void | Math::HessianForwardDifference_Grad (ScalarFieldFunction &f, Vector &x, const Vector &h, Matrix &H) |
void | Math::GradientCenteredDifference (ScalarFieldFunction &f, Vector &x, const Vector &h, Vector &g) |
void | Math::JacobianCenteredDifference (VectorFieldFunction &f, Vector &x, const Vector &h, Matrix &J) |
void | Math::HessianCenteredDifference (ScalarFieldFunction &f, Vector &x, const Vector &h, Matrix &H) |
void | Math::HessianCenteredDifference_Grad (ScalarFieldFunction &f, Vector &x, const Vector &h, Matrix &H) |
Numerical differentiation routines.
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