Newton methods accept auto differential

i05nagai / algorithms

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Newton methods accept auto differential #56

Open i05nagai opened 7 years ago

i05nagai commented 7 years ago

All newton methods class require a function to calculate jacobian matrix. In many cases, derivative of function is not analytically written. 3 options can be chose by user.

analytic formula
finite difference
auto differential

i05nagai commented 7 years ago

The class which inherits INewtonMethod have a constructor without derivative of function as an argument. If user calls the construcotor, the class automatically set a functor to calculate numerical differentiation, finite differences of function.