| [eigen] numerical differentiation |
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Hello,
Is anybody working on providing 'numerical differenciation' for eigen ?
(http://en.wikipedia.org/wiki/Numerical_differentiation).
libmv has something approaching (they use eigen) here:
http://code.google.com/p/libmv/source/browse/trunk/src/libmv/numeric/function_derivative.h
but i'm not sure how general it can be made.
Ideally, there would be NumericalDifferenciation using forward difference,
central difference, and some higher order formula
Thomas
--
Thomas Capricelli <orzel@xxxxxxxxxxxxxxx>
http://www.freehackers.org/thomas