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FiniteDifferenceMethod Enumeration

When numerically computing the derivative of a function, this will indicate if the finite difference method should be forward, backwards or central.

Namespace:  AGI.Foundation.NumericalMethods
Assembly:  AGI.Foundation.Core (in AGI.Foundation.Core.dll) Version: 19.5.402.0 (19.5.402.0)
Syntax
public enum FiniteDifferenceMethod
Members
  Member nameDescription
Forward A forward difference method will be performed. When perturbing a variable, the perturbation will be added to the current value of that variable. The total number of function evaluations that will be performed to solve for the Jacobian of a multivariable function will be 1 plus the number of variables.
Backward A backwards difference method will be performed. When perturbing a variable, the perturbation will be subtracted to the current value of that variable. The total number of function evaluations that will be performed to solve for the Jacobian of a multivariable function will be 1 plus the number of variables.
Signed The difference will be the signed perturbation value. The total number of function evaluations that will be performed to solve for the Jacobian of a multivariable function will be 1 plus the number of variables.
Central A central difference method will be performed. Two function evaluations will be performed for each variable to determine the change of the function values. One run will be done where half of the perturbation value is subtracted from the nominal value of the variable, and a second run where half of the perturbation value is added to the variable. The total number of function evaluations that will be performed to solve for the Jacobian of a multivariable function will be 1 plus twice the number of variables.
See Also