MtxIntDiff Namespace

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MtxIntDiff Namespace

Legend | Topics | Functions | Structs, Records, Enums

Adds support for numerical integration and differentiation.

Name	Description
Functions	The following table lists functions in this documentation.
Structs, Records, Enums	The following table lists structs, records, enums in this documentation.

	Name	Description
	MonteCarlo	Numerical integration by Monte Carlo method.
	NumericGradDifference	Numerical gradient by numerical differentiation using the forward difference quotient.
	NumericGradHess	Numerical gradient and Hessian matrix.
	NumericGradRichardson	Numerical gradient by high precision numerical differentiation.
	QuadGauss	Integration by using Gauss quadrature algorithm with no additional parameters for Fun.
	QuadGauss	Evaluate the numerical integral between lower and upper bound using Gauss quadrature algorithm.
	QuadGauss	Numerical integration by using regular Gaussian quadrature scheme (Fun defined only with double(s)).
	QuadGauss	Numerical integration by using regular Gaussian quadrature scheme.
	QuadRegular	Numerical integration by using optimized quadrature formula.
	Romberg	Numerical integration by using recursive Romberg algorithm.
	WeightsChebyshevGauss	Chebyshev-Gauss base points and weights.
	WeightsGauss	Gauss base points and weights.
	WeightsNewtonCotes	Newton-Cotes base points and weights.

Structs, Records, Enums

	Name	Description
	TIntegrateAlgo	Defines integration algorithm.
	TIntStopReason	Defines numerical integration algorithm exit reason.
	TNumericGradMethod	Numerical gradient approximation methods.
	TQuadMethod	Defines weight type for Gauss quadrature integration algorithm.

Legend, Topics, Functions, Structs, Records, Enums

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