NumericalDifferentiation Class Reference

Numerical Differentiation on arbitrarily spaced grids. More...

#include <numericaldifferentiation.hpp>

Collaboration diagram for NumericalDifferentiation:

Public Types
enum	Scheme { Central , Backward , Forward }

Public Member Functions
	NumericalDifferentiation (ext::function< Real(Real)> f, Size orderOfDerivative, Array x_offsets)
	NumericalDifferentiation (ext::function< Real(Real)> f, Size orderOfDerivative, Real stepSize, Size steps, Scheme scheme)
Real	operator() (Real x) const
const Array &	offsets () const
const Array &	weights () const

Private Attributes
const Array	offsets_
const Array	w_
const ext::function< Real(Real)>	f_

Detailed Description

Numerical Differentiation on arbitrarily spaced grids.

References:

B. Fornberg, 1988. Generation of Finite Difference Formulas on Arbitrarily Spaced Grids, http://amath.colorado.edu/faculty/fornberg/Docs/MathComp_88_FD_formulas.pdf

Definition at line 41 of file numericaldifferentiation.hpp.

Member Enumeration Documentation

Scheme

enum Scheme

Enumerator
Central
Backward
Forward

Definition at line 43 of file numericaldifferentiation.hpp.

Constructor & Destructor Documentation

NumericalDifferentiation() [1/2]

NumericalDifferentiation	(	ext::function< Real(Real)>	f,
		Size	orderOfDerivative,
		Array	x_offsets
	)

Definition at line 104 of file numericaldifferentiation.cpp.

NumericalDifferentiation() [2/2]

NumericalDifferentiation	(	ext::function< Real(Real)>	f,
		Size	orderOfDerivative,
		Real	stepSize,
		Size	steps,
		Scheme	scheme
	)

Definition at line 111 of file numericaldifferentiation.cpp.

Member Function Documentation

operator()()

Real operator()

(

Real

x

)

const

Definition at line 65 of file numericaldifferentiation.hpp.

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offsets()

const Array & offsets

(

)

const

Definition at line 79 of file numericaldifferentiation.hpp.

weights()

const Array & weights

(

)

const

Definition at line 75 of file numericaldifferentiation.hpp.

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Member Data Documentation

offsets_

const Array offsets_

private

Definition at line 60 of file numericaldifferentiation.hpp.

w_

const Array w_

private

Definition at line 60 of file numericaldifferentiation.hpp.

f_

const ext::function<Real(Real)> f_

private

Definition at line 61 of file numericaldifferentiation.hpp.