Inheritance diagram for atomicrex::NumericalDerivative:

Public Member Functions
double	compute (double x, double &error, double epsilon=1e-5)

Protected Member Functions
virtual double	evaluate (double x)=0

double	centralDerivative (double x, double h, double &abserr_trunc, double &abserr_round)

Detailed Description

This utility class allows to verify the analytic derivative of a (one-dimensional) function by means of numerical differentiation.

Member Function Documentation

double atomicrex::NumericalDerivative::centralDerivative	(	double	x,
		double	h,
		double &	abserr_trunc,
		double &	abserr_round
	)

inlineprotected

Compute the derivative using the 5-point rule (-h, -h/2, 0, +h/2, +h). Note that the central point is not used.

double atomicrex::NumericalDerivative::compute	(	double	x,
		double &	error,
		double	epsilon = `1e-5`
	)

inline

Compute the numerical derivative of the function at position x. The estimated error of the numerical derivative is also returned.

virtual double atomicrex::NumericalDerivative::evaluate ( double x )

protectedpure virtual

Evaluates the function at position x. Implementation must be provided by sub-classes.

The documentation for this class was generated from the following file: