Class NumericalDifferentiation

Numerical Differentiation on arbitrarily spaced grids

References:

B. Fornberg, 1988. Generation of Finite Difference Formulas on Arbitrarily Spaced Grids, http://amath.colorado.edu/faculty/fornberg/Docs/MathComp_88_FD_formulas.pdf

Hierarchy

NumericalDifferentiation

Implements

UnaryFunction<Real, Real>

Index

Enumerations

Scheme

Properties

Methods

Properties

Private _f

_f: UnaryFunction<Real, Real>

Private _offsets

_offsets: Real[]

Private _w

_w: Real[]

Methods

f

f(x: Real): Real

- Defined in ql/methods/finitedifferences/operators/numericaldifferentiation.ts:42
Parameters
- x: Real
Returns Real

init1

init1(f: UnaryFunction<Real, Real>, orderOfDerivative: Size, x_offsets: Real[]): NumericalDifferentiation

- Defined in ql/methods/finitedifferences/operators/numericaldifferentiation.ts:21
Parameters
- f: UnaryFunction<Real, Real>
- orderOfDerivative: Size
- x_offsets: Real[]
Returns NumericalDifferentiation

init2

init2(f: UnaryFunction<Real, Real>, orderOfDerivative: Size, stepSize: Real, steps: Size, scheme: Scheme): NumericalDifferentiation

- Defined in ql/methods/finitedifferences/operators/numericaldifferentiation.ts:32
Parameters
- f: UnaryFunction<Real, Real>
- orderOfDerivative: Size
- stepSize: Real
- steps: Size
- scheme: Scheme
Returns NumericalDifferentiation

offsets

offsets(): Real[]

- Defined in ql/methods/finitedifferences/operators/numericaldifferentiation.ts:52
Returns Real[]

weights

weights(): Real[]

- Defined in ql/methods/finitedifferences/operators/numericaldifferentiation.ts:55
Returns Real[]