Numerical |
Class to evaluate the numerical derivative of a function using finite difference approximations.
Variable point and center methods can be initialized .
This class can also be used to return function handles (delegates) for a fixed derivative order and variable.
It is possible to evaluate the derivative and partial derivative of univariate and multivariate functions respectively.
Inheritance HierarchyNamespace: Altaxo.Calc.Differentiation
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
SyntaxC#
public class NumericalDerivative
The NumericalDerivative type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | NumericalDerivative | Initializes a NumericalDerivative class with the default 3 point center difference method. |
| NumericalDerivative(Int32, Int32) | Initialized a NumericalDerivative class. |
Properties| Name | Description | |
|---|---|---|
 | BaseStepSize | Sets and gets the base finite difference step size. This assigned value to this parameter is only used if StepType is set to RelativeX. However, if the StepType is Relative, it will contain the base step size computed from Epsilon based on the finite difference order. |
| Center | Sets and gets the location of the center point for the finite difference derivative. |
| Epsilon | Sets and gets the base finite difference step size. This parameter is only used if StepType is set to Relative. By default this is set to machine epsilon, from which BaseStepSize is computed. |
| Evaluations | Number of times a function is evaluated for numerical derivatives. |
| StepSize | Sets and gets the finite difference step size. This value is for each function evaluation if relative step size types are used. If the base step size used in scaling is desired, see Epsilon. |
| StepType | Type of step size for computing finite differences. If set to absolute, dx = h. If set to relative, dx = (1+abs(x))*h^(2/(order+1)). This provides accurate results when h is approximately equal to the square-root of machine accuracy, epsilon. |
Methods| Name | Description | |
|---|---|---|
| CreateDerivativeFunctionHandle | Creates a function handle for the derivative of a scalar univariate function. |
| CreateMixedPartialDerivativeFunctionHandle(FuncDouble, Double, Int32, Int32) | Creates a function handle for the mixed partial derivative of a multivariate function. |
| CreateMixedPartialDerivativeFunctionHandle(FuncDouble, Double, Int32, Int32) | Creates a function handle for the mixed partial derivative of a multivariate vector function. |
| CreatePartialDerivativeFunctionHandle(FuncDouble, Double, Int32, Int32) | Creates a function handle for the partial derivative of a multivariate function. |
| CreatePartialDerivativeFunctionHandle(FuncDouble, Double, Int32, Int32) | Creates a function handle for the partial derivative of a vector multivariate function. |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
| EvaluateDerivative(Double, Int32, Double) | Evaluates the derivative of equidistant points using the finite difference method. |
| EvaluateDerivative(FuncDouble, Double, Double, Int32, NullableDouble) | Evaluates the derivative of a scalar univariate function. |
| EvaluateMixedPartialDerivative(FuncDouble, Double, Double, Int32, Int32, NullableDouble) | Evaluates the mixed partial derivative of variable order for multivariate functions. |
| EvaluateMixedPartialDerivative(FuncDouble, Double, Double, Int32, Int32, NullableDouble) | Evaluates the mixed partial derivative of variable order for multivariate function arrays. |
| EvaluatePartialDerivative(FuncDouble, Double, Double, Int32, Int32, NullableDouble) | Evaluates the partial derivative of a multivariate function. |
| EvaluatePartialDerivative(FuncDouble, Double, Double, Int32, Int32, NullableDouble) | Evaluates the partial derivatives of a multivariate function array. |
 | Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) |
| ResetEvaluations | Resets the evaluation counter. |
| ToString | Returns a string that represents the current object. (Inherited from Object) |
See Also