| 1 | // This file is part of Eigen, a lightweight C++ template library
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| 2 | // for linear algebra.
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| 3 | //
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| 4 | // Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
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| 5 | //
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| 6 | // This Source Code Form is subject to the terms of the Mozilla
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| 7 | // Public License v. 2.0. If a copy of the MPL was not distributed
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| 8 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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| 9 |
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| 10 | #ifndef EIGEN_NUMERICALDIFF_MODULE
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| 11 | #define EIGEN_NUMERICALDIFF_MODULE
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| 12 |
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| 13 | #include <Eigen/Core>
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| 14 |
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| 15 | namespace Eigen {
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| 16 |
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| 17 | /**
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| 18 | * \defgroup NumericalDiff_Module Numerical differentiation module
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| 19 | *
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| 20 | * \code
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| 21 | * #include <unsupported/Eigen/NumericalDiff>
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| 22 | * \endcode
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| 23 | *
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| 24 | * See http://en.wikipedia.org/wiki/Numerical_differentiation
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| 25 | *
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| 26 | * Warning : this should NOT be confused with automatic differentiation, which
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| 27 | * is a different method and has its own module in Eigen : \ref
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| 28 | * AutoDiff_Module.
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| 29 | *
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| 30 | * Currently only "Forward" and "Central" schemes are implemented. Those
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| 31 | * are basic methods, and there exist some more elaborated way of
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| 32 | * computing such approximates. They are implemented using both
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| 33 | * proprietary and free software, and usually requires linking to an
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| 34 | * external library. It is very easy for you to write a functor
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| 35 | * using such software, and the purpose is quite orthogonal to what we
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| 36 | * want to achieve with Eigen.
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| 37 | *
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| 38 | * This is why we will not provide wrappers for every great numerical
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| 39 | * differentiation software that exist, but should rather stick with those
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| 40 | * basic ones, that still are useful for testing.
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| 41 | *
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| 42 | * Also, the \ref NonLinearOptimization_Module needs this in order to
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| 43 | * provide full features compatibility with the original (c)minpack
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| 44 | * package.
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| 45 | *
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| 46 | */
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| 47 | }
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| 48 |
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| 49 | //@{
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| 50 |
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| 51 | #include "src/NumericalDiff/NumericalDiff.h"
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| 52 |
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| 53 | //@}
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| 54 |
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| 55 |
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| 56 | #endif // EIGEN_NUMERICALDIFF_MODULE
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