MtxIntDiff Namespace

Header: Dew.Math/Units.MtxIntDiff.h · Cross-compiler

namespace Dew::Math::Units::MtxIntDiff

Functions

NameDescription
MonteCarloNumerical integration by Monte Carlo method.
NumericGradDifferenceNumerical gradient by numerical differentiation using the forward difference quotient.
NumericGradHessNumerical gradient and Hessian matrix.
NumericGradRichardsonNumerical gradient by high precision numerical differentiation.
QuadGauss (4)Numerical integration by using regular Gaussian quadrature scheme.
QuadRegularNumerical integration by using optimized quadrature formula.
RombergNumerical integration by using recursive Romberg algorithm.
WeightsChebyshevGaussChebyshev-Gauss base points and weights.
WeightsGaussGauss base points and weights.
WeightsNewtonCotesNewton-Cotes base points and weights.