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56 lines
1.8 KiB
56 lines
1.8 KiB
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef STORMEIGEN_NUMERICALDIFF_MODULE
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#define STORMEIGEN_NUMERICALDIFF_MODULE
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#include <StormEigen/Core>
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namespace StormEigen {
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/**
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* \defgroup NumericalDiff_Module Numerical differentiation module
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*
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* \code
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* #include <unsupported/StormEigen/NumericalDiff>
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* \endcode
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*
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* See http://en.wikipedia.org/wiki/Numerical_differentiation
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*
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* Warning : this should NOT be confused with automatic differentiation, which
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* is a different method and has its own module in Eigen : \ref
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* AutoDiff_Module.
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*
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* Currently only "Forward" and "Central" schemes are implemented. Those
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* are basic methods, and there exist some more elaborated way of
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* computing such approximates. They are implemented using both
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* proprietary and free software, and usually requires linking to an
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* external library. It is very easy for you to write a functor
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* using such software, and the purpose is quite orthogonal to what we
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* want to achieve with Eigen.
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*
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* This is why we will not provide wrappers for every great numerical
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* differentiation software that exist, but should rather stick with those
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* basic ones, that still are useful for testing.
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*
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* Also, the \ref NonLinearOptimization_Module needs this in order to
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* provide full features compatibility with the original (c)minpack
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* package.
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*
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*/
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}
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//@{
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#include "src/NumericalDiff/NumericalDiff.h"
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//@}
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#endif // STORMEIGEN_NUMERICALDIFF_MODULE
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