Module calculus

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Calculus helper traits and numerical differentiation

Structs§

approximate_gradient_fd: Approximates the derivative of the function f: R^n -> R with finite differences.
approximate_gradient_fd_into: Approximates the derivative of the function f: R^n -> R with finite differences.
approximate_jacobian: Approximates the Jacobian of a vector function evaluated at x, using central finite differences with resolution h.
approximate_jacobian_fd: Approximates the Jacobian of the function $f: \mathbb{R}^n \rightarrow \mathbb{R}^m$ with finite differences.
approximate_jacobian_fd_into: Approximates the Jacobian of the function $f: \mathbb{R}^n \rightarrow \mathbb{R}^m$ with finite differences.