NMath Reference Guide

## Ridders |

Class RidderDifferentiator encapsulates numerical differentiation of
functions.

Inheritance Hierarchy

Syntax

The RiddersDifferentiator type exposes the following members.

Constructors

Name | Description | |
---|---|---|

RiddersDifferentiator | Default constructor. Constructs a RiddersDifferentiator instance that can be used to differentiate a function. | |

RiddersDifferentiator(Double) | Constructs a RiddersDifferentiator instance that can be used to differentiate a function with the specified tolerance level and the default maximum order. | |

RiddersDifferentiator(Int32) | Constructs a RiddersDifferentiator instance that can be used to differentiate a function with the specified maximum order and default tolerance level. | |

RiddersDifferentiator(Double, Int32) | Constructs a RiddersDifferentiator instance that can be used to differentiate a function with the specified tolerance level and maximum order. |

Properties

Name | Description | |
---|---|---|

DefaultMaxOrder | Gets and sets the default maximum order for instances of RiddersDifferentiator. | |

DefaultTolerance | Gets and dets the default error tolerance for instances of RiddersDifferentiator. | |

ErrorEstimate | Gets an estimate of the error of the differentiation just computed. | |

MaximumOrder | Gets and sets the maximum order used in computing differentiations. | |

Order | Gets the order of the final polynomial extrapolation. | |

Tableau | Gets a matrix of successive approximations computed while computing the differentiation. | |

Tolerance | Gets and sets the error tolerance used in computing differentiations. | |

ToleranceMet | Returns true if the Ridders differentiation just computed stopped because the error tolerance was reached; otherwise, false. |

Methods

Name | Description | |
---|---|---|

Clone | Creates a deep copy of this differentiator. | |

Differentiate | Differentiates the given function at the given position. |

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.

See Also