From 44861dcbfeee041223c4aac1ee075e92fa4daa01 Mon Sep 17 00:00:00 2001 From: Stanislaw Halik Date: Sun, 18 Sep 2016 12:42:15 +0200 Subject: update --- eigen/unsupported/Eigen/NumericalDiff | 56 +++++++++++++++++++++++++++++++++++ 1 file changed, 56 insertions(+) create mode 100644 eigen/unsupported/Eigen/NumericalDiff (limited to 'eigen/unsupported/Eigen/NumericalDiff') diff --git a/eigen/unsupported/Eigen/NumericalDiff b/eigen/unsupported/Eigen/NumericalDiff new file mode 100644 index 0000000..433334c --- /dev/null +++ b/eigen/unsupported/Eigen/NumericalDiff @@ -0,0 +1,56 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2009 Thomas Capricelli +// +// This Source Code Form is subject to the terms of the Mozilla +// Public License v. 2.0. If a copy of the MPL was not distributed +// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. + +#ifndef EIGEN_NUMERICALDIFF_MODULE +#define EIGEN_NUMERICALDIFF_MODULE + +#include + +namespace Eigen { + +/** + * \defgroup NumericalDiff_Module Numerical differentiation module + * + * \code + * #include + * \endcode + * + * See http://en.wikipedia.org/wiki/Numerical_differentiation + * + * Warning : this should NOT be confused with automatic differentiation, which + * is a different method and has its own module in Eigen : \ref + * AutoDiff_Module. + * + * Currently only "Forward" and "Central" schemes are implemented. Those + * are basic methods, and there exist some more elaborated way of + * computing such approximates. They are implemented using both + * proprietary and free software, and usually requires linking to an + * external library. It is very easy for you to write a functor + * using such software, and the purpose is quite orthogonal to what we + * want to achieve with Eigen. + * + * This is why we will not provide wrappers for every great numerical + * differentiation software that exist, but should rather stick with those + * basic ones, that still are useful for testing. + * + * Also, the \ref NonLinearOptimization_Module needs this in order to + * provide full features compatibility with the original (c)minpack + * package. + * + */ +} + +//@{ + +#include "src/NumericalDiff/NumericalDiff.h" + +//@} + + +#endif // EIGEN_NUMERICALDIFF_MODULE -- cgit v1.2.3