C# 클래스 Accord.Math.Differentiation.FiniteDifferences

Derivative approximation by finite differences.

Numerical differentiation is a technique of numerical analysis to produce an estimate of the derivative of a mathematical function or function subroutine using values from the function and perhaps other knowledge about the function.

References: Trent F. Guidry, Calculating derivatives of a function numerically. Available on: http://www.trentfguidry.net/post/2009/07/12/Calculate-derivatives-function-numerically.aspx

파일 보기 프로젝트 열기: accord-net/framework 1 사용 예제들

공개 메소드들

메소드	설명
Compute ( ) : double[]	Computes the gradient at the given point `x`.
Compute ( double x, double gradient ) : void	Computes the gradient at the given point x, storing the result at gradient.
CreateCoefficients ( int points ) : ].double[][	Creates the interpolation coefficients.
Derivative ( double>.Func function, double value ) : double	Computes the derivative for a simpler unidimensional function.
Derivative ( double>.Func function, double value, int order ) : double	Computes the derivative for a simpler unidimensional function.
Derivative ( double>.Func function, double value, int order, double stepSize ) : double	Computes the derivative for a simpler unidimensional function.
FiniteDifferences ( int variables ) : System	Initializes a new instance of the FiniteDifferences class.
FiniteDifferences ( int variables, double>.Func function ) : System	Initializes a new instance of the FiniteDifferences class.
FiniteDifferences ( int variables, double>.Func function, int order ) : System	Initializes a new instance of the FiniteDifferences class.
FiniteDifferences ( int variables, double>.Func function, int order, double stepSize ) : System	Initializes a new instance of the FiniteDifferences class.
FiniteDifferences ( int variables, int order ) : System	Initializes a new instance of the FiniteDifferences class.
FiniteDifferences ( int variables, int order, double stepSize ) : System	Initializes a new instance of the FiniteDifferences class.

비공개 메소드들

메소드	설명
Interpolate ( double coefficients, double points, int order, int center, double step ) : double	Interpolates the points to obtain an estimative of the derivative at x.
derivative ( double x, int index, double output ) : double	Computes the derivative at point `x_i`.
init ( double>.Func func, int variables, int order, double stepSize ) : void

메소드 상세

Compute() 공개 메소드

Computes the gradient at the given point x.

public Compute ( ) : double[]
리턴	double[]

Compute() 공개 메소드

Computes the gradient at the given point x, storing the result at gradient.

public Compute ( double x, double gradient ) : void
x	double	The point where to compute the gradient.
gradient	double	The gradient of the function evaluated at point x.
리턴	void

CreateCoefficients() 공개 정적인 메소드

Creates the interpolation coefficients.

public static CreateCoefficients ( int points ) : ].double[][
points	int	The number of points in the tableau.
리턴	].double[][

Derivative() 공개 정적인 메소드

Computes the derivative for a simpler unidimensional function.

public static Derivative ( double>.Func function, double value ) : double
function	double>.Func	The function to be differentiated.
value	double	The value x at which the derivative should be evaluated.
리턴	double

Derivative() 공개 정적인 메소드

Computes the derivative for a simpler unidimensional function.

public static Derivative ( double>.Func function, double value, int order ) : double
function	double>.Func	The function to be differentiated.
value	double	The value x at which the derivative should be evaluated.
order	int	The derivative order that should be obtained. Default is 1.
리턴	double