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