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NumericalDiff
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00001 // This file is part of Eigen, a lightweight C++ template library
00002 // for linear algebra.
00003 //
00004 // Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
00005 //
00006 // Eigen is free software; you can redistribute it and/or
00007 // modify it under the terms of the GNU Lesser General Public
00008 // License as published by the Free Software Foundation; either
00009 // version 3 of the License, or (at your option) any later version.
00010 //
00011 // Alternatively, you can redistribute it and/or
00012 // modify it under the terms of the GNU General Public License as
00013 // published by the Free Software Foundation; either version 2 of
00014 // the License, or (at your option) any later version.
00015 //
00016 // Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
00017 // WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
00018 // FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
00019 // GNU General Public License for more details.
00020 //
00021 // You should have received a copy of the GNU Lesser General Public
00022 // License and a copy of the GNU General Public License along with
00023 // Eigen. If not, see <http://www.gnu.org/licenses/>.
00024 
00025 #ifndef EIGEN_NUMERICALDIFF_MODULE
00026 #define EIGEN_NUMERICALDIFF_MODULE
00027 
00028 #include <Eigen/Core>
00029 
00030 namespace Eigen {
00031 
00032 /** \ingroup Unsupported_modules
00033   * \defgroup NumericalDiff_Module Numerical differentiation module  
00034  * \ingroup eigen_grp
00035  * \ingroup eigen_grp
00036   *
00037   * \code
00038   * #include <unsupported/Eigen/NumericalDiff>
00039   * \endcode
00040   *
00041   * See http://en.wikipedia.org/wiki/Numerical_differentiation
00042   *
00043   * Warning : this should NOT be confused with automatic differentiation, which
00044   * is a different method and has its own module in Eigen : \ref
00045   * AutoDiff_Module.
00046   *
00047   * Currently only "Forward" and "Central" schemes are implemented. Those
00048   * are basic methods, and there exist some more elaborated way of
00049   * computing such approximates. They are implemented using both
00050   * proprietary and free software, and usually requires linking to an
00051   * external library. It is very easy for you to write a functor
00052   * using such software, and the purpose is quite orthogonal to what we
00053   * want to achieve with Eigen.
00054   *
00055   * This is why we will not provide wrappers for every great numerical
00056   * differentiation software that exist, but should rather stick with those
00057   * basic ones, that still are useful for testing.
00058   *
00059   * Also, the \ref NonLinearOptimization_Module needs this in order to
00060   * provide full features compatibility with the original (c)minpack
00061   * package.
00062   *
00063   */
00064 //@{
00065 
00066 #include "src/NumericalDiff/NumericalDiff.h"
00067 
00068 //@}
00069 }
00070 
00071 
00072 #endif // EIGEN_NUMERICALDIFF_MODULE



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