New Frontiers/org.abh80.nf/org.abh80.nf.core/org.abh80.nf.core.math/org.abh80.nf.core.math.calculus/FiniteDifferencesDifferentiator

FiniteDifferencesDifferentiator

org.abh80.nf.core.math.calculus.FiniteDifferencesDifferentiator

class FiniteDifferencesDifferentiator(val nbPoints: Int, val stepSize: Double, val tMin: Double, val tMax: Double) extends Serializable

Implements finite differences method for numerical differentiation of functions. This class uses Newton's divided differences formula to compute derivatives of arbitrary order for a given function.

Value parameters

nbPoints: Number of points to use in the differentiation scheme (must be > 1)
stepSize: Step size between successive points (must be > 0)
tMax: Maximum abscissa value (can be Double.PositiveInfinity)
tMin: Minimum abscissa value (can be Double.NegativeInfinity)

Attributes

Note: Even though not a case class, the instances of this class are guaranteed to be immutable
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Supertypes: trait Serializable

class Object

trait Matchable

class Any

Members list

Value members

Constructors

Constructs a differentiator with unbounded domain.

Value parameters

nbPoints: Number of points to use in the differentiation scheme
stepSize: Step size between successive points

Attributes

Concrete methods

Differentiates the input function and returns a function that provides the derivative of the specified order.

Value parameters

f: The function to differentiate.

Attributes

Returns: A function that takes a point x and returns a function from order to derivative value.

Differentiates the input function at point x and returns a DerivativeWrapper containing the function value and all partial derivatives up to maxOrder.

Value parameters

f: The function to differentiate.
maxOrder: The maximum derivation order (must be less than nbPoints).
x: The point at which to evaluate the derivatives.

Attributes

Returns: A DerivativeWrapper containing the function value and derivatives.

Concrete fields

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