Finite Difference Method.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: 9.0.2
C#
A FiniteDifferenceMethod object.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
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
FiniteDifferenceMethodA 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
Argument | derivativeOrder is less than zero. -or- accuracyOrder is less than one. |