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Eigen::NumericalDiff< _Functor, mode > Class Template Reference

This class allows you to add a method df() to your functor, which will use numerical differentiation to compute an approximate of the derivative for the functor. More...

#include <NumericalDiff.h>

Inheritance diagram for Eigen::NumericalDiff< _Functor, mode >:

Public Types

enum  { InputsAtCompileTime = Functor::InputsAtCompileTime, ValuesAtCompileTime = Functor::ValuesAtCompileTime }
 
typedef _Functor Functor
 
typedef Functor::Scalar Scalar
 
typedef Functor::InputType InputType
 
typedef Functor::ValueType ValueType
 
typedef Functor::JacobianType JacobianType
 

Public Member Functions

 NumericalDiff (Scalar _epsfcn=0.)
 
 NumericalDiff (const Functor &f, Scalar _epsfcn=0.)
 
template<typename T0 >
 NumericalDiff (const T0 &a0)
 
template<typename T0 , typename T1 >
 NumericalDiff (const T0 &a0, const T1 &a1)
 
template<typename T0 , typename T1 , typename T2 >
 NumericalDiff (const T0 &a0, const T1 &a1, const T2 &a2)
 
int df (const InputType &_x, JacobianType &jac) const
 return the number of evaluation of functor
 

Detailed Description

template<typename _Functor, NumericalDiffMode mode = Forward>
class Eigen::NumericalDiff< _Functor, mode >

This class allows you to add a method df() to your functor, which will use numerical differentiation to compute an approximate of the derivative for the functor.

Of course, if you have an analytical form for the derivative, you should rather implement df() by yourself.

More information on http://en.wikipedia.org/wiki/Numerical_differentiation

Currently only "Forward" and "Central" scheme are implemented.


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