Marmot::NumericalAlgorithms::Differentiation::Complex Namespace Reference

Typedefs
using	scalar_to_scalar_function_type = std::function< complexDouble(const complexDouble x) >
using	vector_to_vector_function_type = std::function< Eigen::VectorXcd(const Eigen::VectorXcd &X) >

Functions
double	forwardDifference (const scalar_to_scalar_function_type &f, const double x)
std::tuple< Eigen::VectorXd, Eigen::MatrixXd >	forwardDifference (const vector_to_vector_function_type &F, const Eigen::VectorXd &X)
Eigen::MatrixXd	centralDifference (const vector_to_vector_function_type &F, const Eigen::VectorXd &X)
Eigen::MatrixXd	fourthOrderAccurateDerivative (const vector_to_vector_function_type &F, const Eigen::VectorXd &X)
std::tuple< VectorXd, MatrixXd >	forwardDifference (const vector_to_vector_function_type &F, const VectorXd &X)
MatrixXd	centralDifference (const vector_to_vector_function_type &F, const VectorXd &X)
MatrixXd	fourthOrderAccurateDerivative (const vector_to_vector_function_type &F, const VectorXd &X)

Variables
static const std::complex< double >	imaginaryUnit = { 0, 1 }
static const std::complex< double >	complexUnit = { 1, 1 }
static const std::complex< double >	i_ = Marmot::Constants::sqrt2 / 2. * complexUnit

Typedef Documentation

scalar_to_scalar_function_type

using Marmot::NumericalAlgorithms::Differentiation::Complex::scalar_to_scalar_function_type = typedef std::function< complexDouble( const complexDouble x ) >

vector_to_vector_function_type

using Marmot::NumericalAlgorithms::Differentiation::Complex::vector_to_vector_function_type = typedef std::function< Eigen::VectorXcd( const Eigen::VectorXcd& X ) >

Function Documentation

forwardDifference() [1/3]

double Marmot::NumericalAlgorithms::Differentiation::Complex::forwardDifference	(	const scalar_to_scalar_function_type &	f,
		const double	x
	)

forwardDifference() [2/3]

std::tuple< Eigen::VectorXd, Eigen::MatrixXd > Marmot::NumericalAlgorithms::Differentiation::Complex::forwardDifference	(	const vector_to_vector_function_type &	F,
		const Eigen::VectorXd &	X
	)

centralDifference() [1/2]

Eigen::MatrixXd Marmot::NumericalAlgorithms::Differentiation::Complex::centralDifference	(	const vector_to_vector_function_type &	F,
		const Eigen::VectorXd &	X
	)

fourthOrderAccurateDerivative() [1/2]

Eigen::MatrixXd Marmot::NumericalAlgorithms::Differentiation::Complex::fourthOrderAccurateDerivative	(	const vector_to_vector_function_type &	F,
		const Eigen::VectorXd &	X
	)

forwardDifference() [3/3]

std::tuple< VectorXd, MatrixXd > Marmot::NumericalAlgorithms::Differentiation::Complex::forwardDifference	(	const vector_to_vector_function_type &	F,
		const VectorXd &	X
	)

centralDifference() [2/2]

MatrixXd Marmot::NumericalAlgorithms::Differentiation::Complex::centralDifference	(	const vector_to_vector_function_type &	F,
		const VectorXd &	X
	)

fourthOrderAccurateDerivative() [2/2]

MatrixXd Marmot::NumericalAlgorithms::Differentiation::Complex::fourthOrderAccurateDerivative	(	const vector_to_vector_function_type &	F,
		const VectorXd &	X
	)

Variable Documentation

imaginaryUnit

const std::complex< double > Marmot::NumericalAlgorithms::Differentiation::Complex::imaginaryUnit = { 0, 1 }

static

complexUnit

const std::complex< double > Marmot::NumericalAlgorithms::Differentiation::Complex::complexUnit = { 1, 1 }

static

i_

const std::complex< double > Marmot::NumericalAlgorithms::Differentiation::Complex::i_ = Marmot::Constants::sqrt2 / 2. * complexUnit

static