cern_deriv Class Template Reference

#include <cern_deriv.h>

Inheritance diagram for cern_deriv:

deriv

Detailed Description

template<class param_t, class func_t>
class cern_deriv< param_t, func_t >

Numerical differentiation routine (CERNLIB).

This uses Romberg extrapolation to compute the derivative with the finite-differencing formula

\[ f^{\prime}(x) = [f(x+h)-f(x-h)]/(2h) \]

If root::verbose is greater than zero, then each iteration prints out the extrapolation table, and if root::verbose is greater than 1, then a keypress is required at the end of each iteration.

Based on the CERNLIB routine DERIV(), which was based on Rutishauser63 .

Note:
Second and third derivatives are computed by naive nested applications of the formula for the first derivative and the uncertainty for these will likely be underestimated.

Definition at line 59 of file cern_deriv.h.


Public Member Functions

virtual int calc_err (double x, param_t &pa, func_t &func, double &dfdx, double &err)
 Calculate the first derivative of func w.r.t. x and the uncertainty.
virtual int calc_err_int (double x, typename deriv< param_t, func_t >::dpars &pa, funct< typename deriv< param_t, func_t >::dpars > &func, double &dfdx, double &err)
virtual const char * type ()
 Return string denoting type ("cern_deriv").

Data Fields

double delta
 A scaling factor (default 1.0).
double eps
 Extrapolation tolerance (default is $ 5 \times 10^{14} $).

Protected Attributes

Storage for the fixed coefficients
double dx [10]
double w [10][4]

The documentation for this class was generated from the following file:

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