Namespaces

Types in MathNet.Numerics

Type Differentiate

Namespace MathNet.Numerics

Numerical Derivative.

Static Functions

Public Static Functions

double Derivative(Func<double, double> f, double x, int order)

Evaluates the derivative of a scalar univariate function.
Parameters
Func<double, double> f

Univariate function handle.

double x

Point at which to evaluate the derivative.

int order

Derivative order.

Func<double, double> DerivativeFunc(Func<double, double> f, int order)

Creates a function handle for the derivative of a scalar univariate function.
Parameters
Func<double, double> f

Univariate function handle.

int order

Derivative order.

double FirstDerivative(Func<double, double> f, double x)

Evaluates the first derivative of a scalar univariate function.
Parameters
Func<double, double> f

Univariate function handle.

double x

Point at which to evaluate the derivative.

Func<double, double> FirstDerivativeFunc(Func<double, double> f)

Creates a function handle for the first derivative of a scalar univariate function.
Parameters
Func<double, double> f

Univariate function handle.

double FirstPartialDerivative(Func<Double[], double> f, Double[] x, int parameterIndex)

Evaluates the first partial derivative of a multivariate function.
Parameters
Func<Double[], double> f

Multivariate function handle.

Double[] x

Vector at which to evaluate the derivative.

int parameterIndex

Index of independent variable for partial derivative.

double FirstPartialDerivative2(Func<double, double, double> f, double x, double y, int parameterIndex)

Evaluates the first partial derivative of a bivariate function.
Parameters
Func<double, double, double> f

Bivariate function handle.

double x

First argument at which to evaluate the derivative.

double y

Second argument at which to evaluate the derivative.

int parameterIndex

Index of independent variable for partial derivative.

Func<double, double, double> FirstPartialDerivative2Func(Func<double, double, double> f, int parameterIndex)

Creates a function handle for the first partial derivative of a bivariate function.
Parameters
Func<double, double, double> f

Bivariate function handle.

int parameterIndex

Index of independent variable for partial derivative.

Func<Double[], double> FirstPartialDerivativeFunc(Func<Double[], double> f, int parameterIndex)

Creates a function handle for the first partial derivative of a multivariate function.
Parameters
Func<Double[], double> f

Multivariate function handle.

int parameterIndex

Index of independent variable for partial derivative.

NumericalDerivative Order(int order)

Initialized a NumericalDerivative with the default points and center for the given order.

double PartialDerivative(Func<Double[], double> f, Double[] x, int parameterIndex, int order)

Evaluates the partial derivative of a multivariate function.
Parameters
Func<Double[], double> f

Multivariate function handle.

Double[] x

Vector at which to evaluate the derivative.

int parameterIndex

Index of independent variable for partial derivative.

int order

Derivative order.

double PartialDerivative2(Func<double, double, double> f, double x, double y, int parameterIndex, int order)

Evaluates the partial derivative of a bivariate function.
Parameters
Func<double, double, double> f

Bivariate function handle.

double x

First argument at which to evaluate the derivative.

double y

Second argument at which to evaluate the derivative.

int parameterIndex

Index of independent variable for partial derivative.

int order

Derivative order.

Func<double, double, double> PartialDerivative2Func(Func<double, double, double> f, int parameterIndex, int order)

Creates a function handle for the partial derivative of a bivariate function.
Parameters
Func<double, double, double> f

Bivariate function handle.

int parameterIndex

Index of independent variable for partial derivative.

int order

Derivative order.

Func<Double[], double> PartialDerivativeFunc(Func<Double[], double> f, int parameterIndex, int order)

Creates a function handle for the partial derivative of a multivariate function.
Parameters
Func<Double[], double> f

Multivariate function handle.

int parameterIndex

Index of independent variable for partial derivative.

int order

Derivative order.

NumericalDerivative Points(int points, int center)

Initialized a NumericalDerivative with the given points and center.

double SecondDerivative(Func<double, double> f, double x)

Evaluates the second derivative of a scalar univariate function.
Parameters
Func<double, double> f

Univariate function handle.

double x

Point at which to evaluate the derivative.

Func<double, double> SecondDerivativeFunc(Func<double, double> f)

Creates a function handle for the second derivative of a scalar univariate function.
Parameters
Func<double, double> f

Univariate function handle.