Derivative with the Centered Difference Scheme
Classes | |
| class | DerivativeCenteredDifference< Functor > |
| The numerical derivative of a functor. More... | |
Functions | |
| template<class Functor > | |
| void | 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 | 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). | |
Detailed Description
These functions and functor calculate the derivative of a functor using a centered difference scheme:
![\[ f'(x) = \frac{ f(x + \Delta x) - f(x - \Delta x) }{ 2 \Delta x } + \mathcal{O}( \Delta x^2 ). \]](form_5.png)
Generated on Thu Jun 30 02:15:00 2016 for Numerical Algorithms Package by
1.6.3