Contains methods for numerically approximating the
derivative of a function.
Namespace: Extreme.Mathematics.Calculus
Assembly: Extreme.Numerics (Extreme.Numerics)
Syntax
| Visual Basic (Declaration) |
|---|
Public NotInheritable Class NumericalDifferentiator |
| C# |
|---|
public sealed class NumericalDifferentiator |
| C++ |
|---|
public ref class NumericalDifferentiator sealed |
Methods
| Icon | Type | Description |
|---|---|---|
  | BackwardDerivative(RealFunction, Double) |
Returns an approximation to the derivative of a function
by using only function values at x and
and values smaller than x.
|
| BackwardDerivative(RealFunction, Double, Double) |
Returns an approximation to the derivative of a function
by using only function values at x and
and values smaller than x.
|
| BackwardDerivative(RealFunction, Double, Double, Int32) |
Returns an approximation to the derivative of a function
by using only function values at x and
and values smaller than x.
|
| CentralDerivative(RealFunction, Double) |
Returns an approximation to the derivative of a function.
|
| CentralDerivative(RealFunction, Double, Double) |
Returns an approximation to the derivative of a function.
|
| CentralDerivative(RealFunction, Double, Double, Int32) |
Returns an approximation to the derivative of a function.
|
| CreateBackwardDelegate(RealFunction) |
Creates a RealFunction that
represents the numerical derivative of the specified
RealFunction using
backward differences.
|
| CreateDelegate(RealFunction) |
Creates a RealFunction that
represents the numerical derivative of the specified
RealFunction.
|
| CreateForwardDelegate(RealFunction) |
Creates a RealFunction that
represents the numerical derivative of the specified
RealFunction using
forward differences.
|
| CreateGradientDelegate(MultivariateRealFunction) |
Returns a delegate that numerically evaluates the gradient of a multivariate function.
|
| CreateJacobianDelegate(FastMultivariateVectorFunction) |
Returns a delegate that numerically evaluates the Jacobian of a multivariate vector function.
|
| Derivative(RealFunction, Double) |
Returns an approximation to the derivative of a function.
|
| Derivative(RealFunction, Double, DifferencesDirection) |
Returns an approximation to the derivative of a function.
|
| Derivative(RealFunction, Double, DifferencesDirection, Int32) |
Returns an approximation to the derivative of a function.
|
| Equals(Object) | |
 | Finalize() | |
| ForwardDerivative(RealFunction, Double) |
Returns an approximation to the derivative of a function
by using only function values at x and
and values greater than x.
|
| ForwardDerivative(RealFunction, Double, Double) |
Returns an approximation to the derivative of a function
by using only function values at x and
and values greater than x.
|
| ForwardDerivative(RealFunction, Double, Double, Int32) |
Returns an approximation to the derivative of a function
by using only function values at x and
and values greater than x.
|
| GetHashCode() | Serves as a hash function for a particular type. |
| GetType() | Gets the Type of the current instance. |
| MemberwiseClone() | Creates a shallow copy of the current Object. |
| ToString() |
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
