Optimist  0.0.0
A C++ library for optimization
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FiniteDifference.hh File Reference

Go to the source code of this file.

Classes

class  Optimist::FiniteDifference::Epsilon
 

Namespaces

namespace  Optimist
 Namespace for the Optimist library.
 
namespace  Optimist::FiniteDifference
 

Macros

#define OPTIMIST_FINITE_DIFFERENCE_HH
 

Functions

static Real Optimist::FiniteDifference::finite_difference_side (Real f0, Real f1, Real f2, Real h1, Real h2)
 
template<Integer N>
static bool Optimist::FiniteDifference::finite_difference_side (const Vector< N > &f0, const Vector< N > &f1, const Vector< N > &f2, const Real h1, const Real h2, Vector< N > &diff)
 
static Real Optimist::FiniteDifference::finite_difference_centered (const Real fun_l, const Real fun_c, const Real fun_r, const Real h)
 
static Integer Optimist::FiniteDifference::finite_difference_centered (const Real fun_l, const bool is_finite_l, const Real fun_c, const bool is_finite_c, const Real fun_r, const bool is_finite_r, const Real h, Real &diff)
 
template<Integer N>
static Integer Optimist::FiniteDifference::finite_difference_centered (const Vector< N > &fun_l, bool is_finite_l, const Vector< N > &fun_c, bool is_finite_c, const Vector< N > &fun_r, bool is_finite_r, Real h, Real diff)
 
template<typename FUNCTION, typename Real>
static bool Optimist::FiniteDifference::finite_difference_gradient (Real const x[], Integer dim_x, FUNCTION fun, Real grad[])
 
template<typename FUNCTION, typename Real>
static bool Optimist::FiniteDifference::finite_difference_jacobian (Real const x[], Integer dim_x, FUNCTION fun, Integer dim_f, Real Jac[], Integer ldJ, Real *work, Integer lwork)
 
template<typename FUNCTION, typename Real>
static bool Optimist::FiniteDifference::finite_difference_hessian (Real const x[], Integer dim_x, FUNCTION fun, Real Hess[], Integer ldH)
 

Macro Definition Documentation

◆ OPTIMIST_FINITE_DIFFERENCE_HH

#define OPTIMIST_FINITE_DIFFERENCE_HH