finite_diff.h File Reference

#include "cmp_defines.h"

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Namespaces
namespace	cmp

Enumerations
enum	cmp::accuracy { cmp::SECOND , cmp::FOURTH , cmp::SIXTH , cmp::EIGHTH }
	Accuracy order of the FD stencil. More...

Functions
double	cmp::fd_gradient (const Eigen::VectorXd &x_0, const std::function< double(const Eigen::VectorXd &)> fun, const int &i, const accuracy order=SECOND, const double h=1E-5)
	Computes the i-th component of the gradient of the function fun evaluated at x_0 using a central difference scheme.
double	cmp::fd_hessian (const Eigen::VectorXd &x_0, const std::function< double(const Eigen::VectorXd &)> fun, const int &i, const int &j, const accuracy order=SECOND, const double h=1E-5)
	Computes the i-th and j-th component of the Hessian of the function fun evaluated at x_0 using a central difference scheme.