Contains methods for numerically approximating the derivative of a function.

Namespace: Extreme.Mathematics.Calculus
Assembly:   Extreme.Numerics (in Extreme.Numerics)
Version: 2.1.7017.0

Syntax

Visual Basic (Declaration)
Public NotInheritable Class NumericalDifferentiator
C#
public sealed class NumericalDifferentiator
Visual C++
public ref class NumericalDifferentiator sealed

Remarks

Use the NumericalDifferentiator class to calculate numerical derivatives of functions, or to create a RealFunction delegate that evaluates the numerical derivative of a function.

All methods are staticSharedstatic in Visual Basic). The Derivative(RealFunction, Double) method approximates a numerical derivative of a function. Overloads exist that let you specify the method of choice (forward, central, or backward differences), and return an estimate for the error in the approximation.

A series of methods lets you create a RealFunction delegate that evaluates the numerical derivative of an arbitrary function. You can then use this delegate as you would any other RealFunction. For example, you can use NewtonRaphsonSolver to find a root of the function using a numerical derivative.

Inheritance Hierarchy

System.Object
  Extreme.Mathematics.Calculus.NumericalDifferentiator