Optimist::FiniteDifference Namespace Reference

Classes
class	Epsilon

Functions
static Real	finite_difference_side (Real f0, Real f1, Real f2, Real h1, Real h2)
template<Integer N>
static bool	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	finite_difference_centered (const Real fun_l, const Real fun_c, const Real fun_r, const Real h)
static Integer	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	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	finite_difference_gradient (Real const x[], Integer dim_x, FUNCTION fun, Real grad[])
template<typename FUNCTION, typename Real>
static bool	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	finite_difference_hessian (Real const x[], Integer dim_x, FUNCTION fun, Real Hess[], Integer ldH)

Function Documentation

finite_difference_centered() [1/3]

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 )

static

finite_difference_centered() [2/3]

static Real Optimist::FiniteDifference::finite_difference_centered ( const Real fun_l, const Real fun_c, const Real fun_r, const Real h )

static

finite_difference_centered() [3/3]

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 )

static

finite_difference_gradient()

template<typename FUNCTION, typename Real>

static bool Optimist::FiniteDifference::finite_difference_gradient ( Real const x[], Integer dim_x, FUNCTION fun, Real grad[] )

static

finite_difference_hessian()

template<typename FUNCTION, typename Real>

static bool Optimist::FiniteDifference::finite_difference_hessian ( Real const x[], Integer dim_x, FUNCTION fun, Real Hess[], Integer ldH )

static

finite_difference_jacobian()

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 )

static

finite_difference_side() [1/2]

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

finite_difference_side() [2/2]

static Real Optimist::FiniteDifference::finite_difference_side ( Real f0, Real f1, Real f2, Real h1, Real h2 )

static