KrisLibrary  1.0.0
Namespaces | Functions
differentiation.h File Reference

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)
 

Detailed Description

Numerical differentiation routines.

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