Optimist  0.0.0
A C++ library for optimization
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FiniteDifferences.hh File Reference
#include "Optimist.hh"
Include dependency graph for FiniteDifferences.hh:

Go to the source code of this file.

Classes

class  Optimist::FiniteDifferences::Epsilon< Real >

Namespaces

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

Macros

#define OPTIMIST_FINITE_DIFFERENCES_HH

Typedefs

template<typename Real>
using Optimist::FiniteDifferences::VectorXd = Eigen::Vector<Real, Eigen::Dynamic>
template<typename Real>
using Optimist::FiniteDifferences::MatrixXd = Eigen::Matrix<Real, Eigen::Dynamic, Eigen::Dynamic>

Functions

template<typename Real>
Real Optimist::FiniteDifferences::SideFiniteDifferences (Real const fun_0, Real const fun_1, Real const fun_2, Real h_1, Real h_2)
template<typename Real>
Real Optimist::FiniteDifferences::CenteredFiniteDifferences (Real const fun_l, Real const fun_c, Real const fun_r, Real h)
template<typename Real>
VectorXd< Real > Optimist::FiniteDifferences::SideFiniteDifferences (VectorXd< Real > const &fun_0, VectorXd< Real > const &fun_1, VectorXd< Real > const &fun_2, Real h_1, Real h_2)
template<typename Real>
VectorXd< Real > Optimist::FiniteDifferences::CenteredFiniteDifferences (VectorXd< Real > const &fun_l, VectorXd< Real > const &fun_c, VectorXd< Real > const &fun_r, Real h)
template<typename Function, typename Real>
bool Optimist::FiniteDifferences::Gradient (VectorXd< Real > const &x, Function fun, VectorXd< Real > &grad)
template<typename Function, typename Real>
bool Optimist::FiniteDifferences::Jacobian (VectorXd< Real > const &x, Function fun, MatrixXd< Real > &jac)
template<typename Function, typename Real>
bool Optimist::FiniteDifferences::Hessian (VectorXd< Real > const &x, Function fun, MatrixXd< Real > &hes)
template<typename Vector>
Vector Optimist::FiniteDifferences::SideFiniteDifferences (Vector const &fun_0, Vector const &fun_1, Vector const &fun_2, typename Vector::Scalar h_1, typename Vector::Scalar h_2)
template<typename Vector>
Vector Optimist::FiniteDifferences::CenteredFiniteDifferences (Vector const &fun_l, Vector const &fun_c, Vector const &fun_r, typename Vector::Scalar h)
template<typename Function, typename Vector>
bool Optimist::FiniteDifferences::Gradient (Vector const &x, Function fun, Vector &grad)
template<typename Function, typename Vector, typename Matrix>
bool Optimist::FiniteDifferences::Jacobian (Vector const &x, Function fun, Matrix &jac)
template<typename Function, typename Vector, typename Matrix>
bool Optimist::FiniteDifferences::Hessian (Vector const &x, Function fun, Matrix &hes)

Macro Definition Documentation

◆ OPTIMIST_FINITE_DIFFERENCES_HH

#define OPTIMIST_FINITE_DIFFERENCES_HH