added new class template Jacobian to gmatvec 0.9.18

Ales Cepek <[email protected]> Wed, 10 Apr 2002 18:25:41 +0200 (CEST)
Newsgroups gmane.comp.gnu.gama.announce
Message-ID <[email protected]>
Template C++ class Jacobian computes Jacobian matrix for the given
argument of a vector function. Derivatives are numerically computed from a
Lagrange polynomial of degree 2*n with equidistant arguments.
   
For example for degree 4 Lagrange's formula L4(x) goes through points
y1=f(x-2h), y2=f(x-h), y3=f(x), y4=f(x+h) and y5=f(x+2h). The derivative
L'4(x) = 2/24*y1 - 4/6*y2 + 4/6*y4 - 2/24*y5.

Ales