fastmath.calculus.finite — generateme/fastmath 3.0.0-alpha1

derivative clj

(derivative f)

(derivative f n)

(derivative f
            n
            {:keys [acc h method extrapolate?]
             :or {acc 2 h 0.0 method :central}})

extrapolate clj

(extrapolate g)

(extrapolate g
             {:keys [contract power init-h rel abs max-evals tol]
              :or {contract 0.5
                   power 1.0
                   init-h 0.5
                   abs m/MACHINE-EPSILON
                   rel (m/sqrt (m/ulp init-h))
                   max-evals Integer/MAX_VALUE
                   tol 2.0}})

fd-coeffs clj

(fd-coeffs n offsets)

fd-coeffs-for-accuracy clj

(fd-coeffs-for-accuracy n)

(fd-coeffs-for-accuracy n acc)

(fd-coeffs-for-accuracy n acc kind)

gradient clj

(gradient f)

(gradient f {:keys [h acc] :or {h 1.0E-6 acc 2}})

hessian clj

(hessian f)

(hessian f {:keys [h] :or {h 0.005}})

Creates function returning Hessian matrix for mulitvariate function f and given :h step (default: 5.0e-3).

produce-case-for-methods clj macro

(produce-case-for-methods n acc)

produce-cases-for-accuracy clj macro

(produce-cases-for-accuracy n)

produce-symbols clj macro

(produce-symbols n acc kind)