Optimist  0.0.0
A C++ library for optimization
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Optimist::FiniteDifferences::Epsilon< Scalar > Class Template Reference

#include <FiniteDifferences.hh>

Public Member Functions

Scalar epsilon_1 (const Scalar v) const
Scalar epsilon_2 (const Scalar v) const
Scalar epsilon_3 (const Scalar v) const

Private Attributes

Scalar m_epsilon_1 {SQRT_EPSILON}
Scalar m_epsilon_2
Scalar m_epsilon_3

Detailed Description

template<typename Scalar>
requires TypeTrait<Scalar>::IsScalar
class Optimist::FiniteDifferences::Epsilon< Scalar >

Helper class for computing finite differences epsilons.

Template Parameters
ScalarFloating-point number type.

Member Function Documentation

◆ epsilon_1()

template<typename Scalar>
Scalar Optimist::FiniteDifferences::Epsilon< Scalar >::epsilon_1 ( const Scalar v) const
inline

Returns \( \epsilon_1 \) scaled by |v|+1.

Parameters
[in]vValue to scale epsilon.

◆ epsilon_2()

template<typename Scalar>
Scalar Optimist::FiniteDifferences::Epsilon< Scalar >::epsilon_2 ( const Scalar v) const
inline

Returns \( \epsilon_2 \) scaled by |v|+1.

Parameters
[in]vValue to scale epsilon.

◆ epsilon_3()

template<typename Scalar>
Scalar Optimist::FiniteDifferences::Epsilon< Scalar >::epsilon_3 ( const Scalar v) const
inline

Returns \( \epsilon_3 \) scaled by |v|+1.

Parameters
[in]vValue to scale epsilon.

Member Data Documentation

◆ m_epsilon_1

template<typename Scalar>
Scalar Optimist::FiniteDifferences::Epsilon< Scalar >::m_epsilon_1 {SQRT_EPSILON}
private

Square root of machine epsilon \( \sqrt{\epsilon} \).

◆ m_epsilon_2

template<typename Scalar>
Scalar Optimist::FiniteDifferences::Epsilon< Scalar >::m_epsilon_2
private
Initial value:
{
std::pow(EPSILON, 0.75)}

Epsilon to the power of 3/4.

◆ m_epsilon_3

template<typename Scalar>
Scalar Optimist::FiniteDifferences::Epsilon< Scalar >::m_epsilon_3
private
Initial value:
{
std::pow(EPSILON, 0.25)}

Epsilon to the power of 1/4.


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