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  1. // This file is part of Eigen, a lightweight C++ template library
  2. // for linear algebra.
  3. //
  4. // Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
  5. //
  6. // This Source Code Form is subject to the terms of the Mozilla
  7. // Public License v. 2.0. If a copy of the MPL was not distributed
  8. // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
  9. #ifndef EIGEN_NUMERICALDIFF_MODULE
  10. #define EIGEN_NUMERICALDIFF_MODULE
  11. #include <Eigen/Core>
  12. namespace StormEigen {
  13. /**
  14. * \defgroup NumericalDiff_Module Numerical differentiation module
  15. *
  16. * \code
  17. * #include <unsupported/Eigen/NumericalDiff>
  18. * \endcode
  19. *
  20. * See http://en.wikipedia.org/wiki/Numerical_differentiation
  21. *
  22. * Warning : this should NOT be confused with automatic differentiation, which
  23. * is a different method and has its own module in Eigen : \ref
  24. * AutoDiff_Module.
  25. *
  26. * Currently only "Forward" and "Central" schemes are implemented. Those
  27. * are basic methods, and there exist some more elaborated way of
  28. * computing such approximates. They are implemented using both
  29. * proprietary and free software, and usually requires linking to an
  30. * external library. It is very easy for you to write a functor
  31. * using such software, and the purpose is quite orthogonal to what we
  32. * want to achieve with Eigen.
  33. *
  34. * This is why we will not provide wrappers for every great numerical
  35. * differentiation software that exist, but should rather stick with those
  36. * basic ones, that still are useful for testing.
  37. *
  38. * Also, the \ref NonLinearOptimization_Module needs this in order to
  39. * provide full features compatibility with the original (c)minpack
  40. * package.
  41. *
  42. */
  43. }
  44. //@{
  45. #include "src/NumericalDiff/NumericalDiff.h"
  46. //@}
  47. #endif // EIGEN_NUMERICALDIFF_MODULE