1*bf2c3715SXin Li// This file is part of Eigen, a lightweight C++ template library 2*bf2c3715SXin Li// for linear algebra. 3*bf2c3715SXin Li// 4*bf2c3715SXin Li// Copyright (C) 2009 Thomas Capricelli <[email protected]> 5*bf2c3715SXin Li// 6*bf2c3715SXin Li// This Source Code Form is subject to the terms of the Mozilla 7*bf2c3715SXin Li// Public License v. 2.0. If a copy of the MPL was not distributed 8*bf2c3715SXin Li// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9*bf2c3715SXin Li 10*bf2c3715SXin Li#ifndef EIGEN_NUMERICALDIFF_MODULE 11*bf2c3715SXin Li#define EIGEN_NUMERICALDIFF_MODULE 12*bf2c3715SXin Li 13*bf2c3715SXin Li#include "../../Eigen/Core" 14*bf2c3715SXin Li 15*bf2c3715SXin Linamespace Eigen { 16*bf2c3715SXin Li 17*bf2c3715SXin Li/** 18*bf2c3715SXin Li * \defgroup NumericalDiff_Module Numerical differentiation module 19*bf2c3715SXin Li * 20*bf2c3715SXin Li * \code 21*bf2c3715SXin Li * #include <unsupported/Eigen/NumericalDiff> 22*bf2c3715SXin Li * \endcode 23*bf2c3715SXin Li * 24*bf2c3715SXin Li * See http://en.wikipedia.org/wiki/Numerical_differentiation 25*bf2c3715SXin Li * 26*bf2c3715SXin Li * Warning : this should NOT be confused with automatic differentiation, which 27*bf2c3715SXin Li * is a different method and has its own module in Eigen : \ref 28*bf2c3715SXin Li * AutoDiff_Module. 29*bf2c3715SXin Li * 30*bf2c3715SXin Li * Currently only "Forward" and "Central" schemes are implemented. Those 31*bf2c3715SXin Li * are basic methods, and there exist some more elaborated way of 32*bf2c3715SXin Li * computing such approximates. They are implemented using both 33*bf2c3715SXin Li * proprietary and free software, and usually requires linking to an 34*bf2c3715SXin Li * external library. It is very easy for you to write a functor 35*bf2c3715SXin Li * using such software, and the purpose is quite orthogonal to what we 36*bf2c3715SXin Li * want to achieve with Eigen. 37*bf2c3715SXin Li * 38*bf2c3715SXin Li * This is why we will not provide wrappers for every great numerical 39*bf2c3715SXin Li * differentiation software that exist, but should rather stick with those 40*bf2c3715SXin Li * basic ones, that still are useful for testing. 41*bf2c3715SXin Li * 42*bf2c3715SXin Li * Also, the \ref NonLinearOptimization_Module needs this in order to 43*bf2c3715SXin Li * provide full features compatibility with the original (c)minpack 44*bf2c3715SXin Li * package. 45*bf2c3715SXin Li * 46*bf2c3715SXin Li */ 47*bf2c3715SXin Li} 48*bf2c3715SXin Li 49*bf2c3715SXin Li//@{ 50*bf2c3715SXin Li 51*bf2c3715SXin Li#include "src/NumericalDiff/NumericalDiff.h" 52*bf2c3715SXin Li 53*bf2c3715SXin Li//@} 54*bf2c3715SXin Li 55*bf2c3715SXin Li 56*bf2c3715SXin Li#endif // EIGEN_NUMERICALDIFF_MODULE 57