FiniteDifferenceMethod.Forward Method

Constructs a new finite difference method that uses forward differences to approximate a derivative of the specified order.

Definition

Namespace: Numerics.NET.Calculus
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.4
C#
public static FiniteDifferenceMethod Forward(
	int derivativeOrder,
	int accuracyOrder
)

Parameters

derivativeOrder  Int32
The order of the derivative to compute.
accuracyOrder  Int32
The accuracy order of the method.

Return Value

FiniteDifferenceMethod
A FiniteDifferenceMethod object.

Remarks

The accuracy order of the method is the smallest exponent of the step size in the error of the approximation. As a result, higher order methods allow for larger step sizes.

Forward finite difference methods only evaluate the function at values greater than or equal to the point where the derivative is requested.

Forward differences are generally less accurate than central differences using the same number of points.

Exceptions

ArgumentOutOfRangeException

derivativeOrder is less than zero.

-or-

accuracyOrder is less than one.

See Also