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Eigen-unsupported
3.4.1 (git rev 28ded8800c26864e537852658428ab44c8399e87)
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#include <unsupported/Eigen/src/NumericalDiff/NumericalDiff.h>
This class allows you to add a method df() to your functor, which will use numerical differentiation to compute an approximate of the derivative for the functor. Of course, if you have an analytical form for the derivative, you should rather implement df() by yourself.
More information on http://en.wikipedia.org/wiki/Numerical_differentiation
Currently only "Forward" and "Central" scheme are implemented.
Public Member Functions | |
| int | df (const InputType &_x, JacobianType &jac) const |
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inline |
return the number of evaluation of functor