Class RidderDifferentiator encapsulates numerical differentiation of
functions.
Namespace:
CenterSpace.NMath.CoreAssembly: NMath (in NMath.dll) Version: 5.1.0.0
Syntax
| C# |
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[SerializableAttribute] public class RiddersDifferentiator : IDifferentiator, ICloneable |
| Visual Basic (Declaration) |
|---|
<SerializableAttribute> _ Public Class RiddersDifferentiator _ Implements IDifferentiator, ICloneable |
| Visual C++ |
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[SerializableAttribute] public ref class RiddersDifferentiator : IDifferentiator, ICloneable |
Remarks
This class computes the derivative of a given function at a given x-value by
Ridders’ method of polynomial extrapolation. Extrapolations of higher and
higher order are produced. Iteration stops when either the estimated error is
less than a specificed error tolerance, the error estimate is significantly
worse than the previous order, or the maximum order is reached.