Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 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 | |
| 10 | #ifndef EIGEN_NUMERICALDIFF_MODULE |
| 11 | #define EIGEN_NUMERICALDIFF_MODULE |
| 12 | |
Austin Schuh | c55b017 | 2022-02-20 17:52:35 -0800 | [diff] [blame^] | 13 | #include "../../Eigen/Core" |
Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 14 | |
| 15 | namespace Eigen { |
| 16 | |
| 17 | /** |
| 18 | * \defgroup NumericalDiff_Module Numerical differentiation module |
| 19 | * |
| 20 | * \code |
| 21 | * #include <unsupported/Eigen/NumericalDiff> |
| 22 | * \endcode |
| 23 | * |
| 24 | * See http://en.wikipedia.org/wiki/Numerical_differentiation |
| 25 | * |
| 26 | * Warning : this should NOT be confused with automatic differentiation, which |
| 27 | * is a different method and has its own module in Eigen : \ref |
| 28 | * AutoDiff_Module. |
| 29 | * |
| 30 | * Currently only "Forward" and "Central" schemes are implemented. Those |
| 31 | * are basic methods, and there exist some more elaborated way of |
| 32 | * computing such approximates. They are implemented using both |
| 33 | * proprietary and free software, and usually requires linking to an |
| 34 | * external library. It is very easy for you to write a functor |
| 35 | * using such software, and the purpose is quite orthogonal to what we |
| 36 | * want to achieve with Eigen. |
| 37 | * |
| 38 | * This is why we will not provide wrappers for every great numerical |
| 39 | * differentiation software that exist, but should rather stick with those |
| 40 | * basic ones, that still are useful for testing. |
| 41 | * |
| 42 | * Also, the \ref NonLinearOptimization_Module needs this in order to |
| 43 | * provide full features compatibility with the original (c)minpack |
| 44 | * package. |
| 45 | * |
| 46 | */ |
| 47 | } |
| 48 | |
| 49 | //@{ |
| 50 | |
| 51 | #include "src/NumericalDiff/NumericalDiff.h" |
| 52 | |
| 53 | //@} |
| 54 | |
| 55 | |
| 56 | #endif // EIGEN_NUMERICALDIFF_MODULE |