cmp/finite__diff_8h_source.html

#ifndef FINITE_DIFF

#define FINITE_DIFF


#include "cmp_defines.h"


namespace cmp {


enum accuracy {SECOND, FOURTH, SIXTH, EIGHTH};


double 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);


double 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);


}


#endif

cmp_defines.h

cmp
Definition classifier.h:17

cmp::accuracy
accuracy
Accuracy order of the FD stencil.
Definition finite_diff.h:17

cmp::SECOND
@ SECOND
Definition finite_diff.h:17

cmp::EIGHTH
@ EIGHTH
Definition finite_diff.h:17

cmp::SIXTH
@ SIXTH
Definition finite_diff.h:17

cmp::FOURTH
@ FOURTH
Definition finite_diff.h:17

cmp::fd_hessian
double 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 cent...
Definition finite_diff.cpp:79

cmp::fd_gradient
double 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 diff...
Definition finite_diff.cpp:50