External module "ql/methods/finitedifferences/operators/numericaldifferentiation"

Index

Classes

NumericalDifferentiation

Functions

Functions

calcOffsets

calcOffsets(h: Real, n: Size, scheme: Scheme): Real[]

- Defined in ql/methods/finitedifferences/operators/numericaldifferentiation.ts:64
Parameters
- h: Real
- n: Size
- scheme: Scheme
Returns Real[]

calcWeights

calcWeights(x: Real[], M: Size): Real[]

- Defined in ql/methods/finitedifferences/operators/numericaldifferentiation.ts:104
This is a C++ implementation of the algorithm/pseudo code in B. Fornberg, 1998. Calculation of Weights in Finite Difference Formulas https://amath.colorado.edu/faculty/fornberg/Docs/sirev_cl.pdf

Parameters
- x: Real[]
- M: Size
Returns Real[]