FiniteDifferenceMethod.EstimateDerivative Method

Definition

Namespace: Numerics.NET.Calculus
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2

Overload List

EstimateDerivative(Func<Double, Double>, Double, Boolean) Estimates the derivative of a function at a point.
EstimateDerivative(Func<Double, Double>, Double, Double) Estimates the derivative of a function at a point using a fixed step size.
EstimateDerivative(Func<Double, Double>, Double, Boolean, Double, Double, Double) Estimates the derivative of a function at a point.

EstimateDerivative(Func<Double, Double>, Double, Boolean)

Estimates the derivative of a function at a point.
C# 
public double EstimateDerivative(
	Func<double, double> function,
	double x,
	bool adaptive = false
)

Parameters

function  Func<Double, Double>
The function to differentiate.
x  Double
The point at which to evaluate the derivative of function.
adaptive  Boolean  (Optional)
Optional. If true, the step size is computed based on the function values around the points where the function's derivative is requested. If false (the default), a default step size is used.

Return Value

Double
The derivative of order DerivativeOrder of function at x.

EstimateDerivative(Func<Double, Double>, Double, Double)

Estimates the derivative of a function at a point using a fixed step size.
C# 
public double EstimateDerivative(
	Func<double, double> function,
	double x,
	double stepSize
)

Parameters

function  Func<Double, Double>
The function to differentiate.
x  Double
The point at which to evaluate the derivative of function.
stepSize  Double
The step size to use.

Return Value

Double
The derivative of order DerivativeOrder of function at x.

EstimateDerivative(Func<Double, Double>, Double, Boolean, Double, Double, Double)

Estimates the derivative of a function at a point.
C# 
public double EstimateDerivative(
	Func<double, double> function,
	double x,
	bool adaptive = false,
	double xMin = -1.79769313486232E+308,
	double xMax = 1.79769313486232E+308,
	double noiseFactor = 10
)

Parameters

function  Func<Double, Double>
The function to differentiate.
x  Double
The point at which to evaluate the derivative of function.
adaptive  Boolean  (Optional)
Optional. If true, the step size is computed based on the function values around the points where the function's derivative is requested. If false (the default), a default step size is used.
xMin  Double  (Optional)
Optional. The smallest value for which the function may be evaluated. The default is MinValue.
xMax  Double  (Optional)
Optional. The largest value for which the function may be evaluated. The default is MaxValue.
noiseFactor  Double  (Optional)
Optional. An estimate for the noise in the function values relative to the machine precision. The default is 10.

Return Value

Double
The derivative of order DerivativeOrder of function at x.

See Also