FdUtil Class Reference

Various numerical methods using finite-differences. More...

#include <FdUtil.hpp>

Static Public Member Functions
static void	vectorDerivative (const Eigen::VectorXd &f, Eigen::VectorXd &df, const double h)
	calculates the derivatives of a vector More...

Detailed Description

Various numerical methods using finite-differences.

Member Function Documentation

vectorDerivative()

static void vectorDerivative ( const Eigen::VectorXd &  f, Eigen::VectorXd &  df, const double  h  )

static

calculates the derivatives of a vector

calculates the derivatives of a vector using second-order accurate, centered FD expressions at the interior points and first-order accurate forward/backward differences at the endpoints

Parameters

f	vector of function values
df	vector to put the derivatives in
h	stepsize

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

• FdUtil.hpp