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central sheme for numerical diff

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This commit is contained in:
Thomas Capricelli
2009-09-28 02:55:30 +02:00
parent 206b5e3972
commit 87be19de4a
2 changed files with 59 additions and 11 deletions
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19
unsupported/test/NumericalDiff.cpp
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@@ -88,8 +88,27 @@ void test_forward()
VERIFY_IS_APPROX(jac, actual_jac);
}
void test_central()
{
VectorXd x(3);
MatrixXd jac(15,3);
MatrixXd actual_jac(15,3);
my_functor functor;
x << 0.082, 1.13, 2.35;
// real one
functor.df(x, actual_jac);
// using NumericalDiff
NumericalDiff<my_functor,Central> numDiff(functor);
numDiff.df(x, jac);
VERIFY_IS_APPROX(jac, actual_jac);
}
void test_NumericalDiff()
{
CALL_SUBTEST(test_forward());
CALL_SUBTEST(test_central());
}