Numerical_differentiation

Content

Numerical_differentiation
├─ .gitignore
├─ CMakeLists.txt
├─ README.md
├─ include
│  ├─ function.h
│  ├─ mycomplex.h
│  ├─ myvector.h
│  └─ vectorfunction.h
├─ src
│  ├─ function.c
│  ├─ mycomplex.c
│  ├─ myvector.c
│  └─ vectorfunction.c
└─ test
   ├─ CMakeLists.txt
   ├─ testcomplex.c
   ├─ testcomplexgrad.c
   ├─ testcomplexjacobi.c
   ├─ testfunction.c
   ├─ testhessian.c
   ├─ testomp.c
   └─ testvectorfunction.c

Quick Start

git clone https://github.com/two-tiger/Numerical_differentiation.git
cd ./Numerical_differentiation
mkdir build
cd build
cmake ..
cmake --build
ctest

Reference

Yunus M. Agamawi and Anil V. Rao. 2020. CGPOPS: A C++ Software for Solving Multiple-Phase Optimal Control Problems Using Adaptive Gaussian Quadrature Collocation and Sparse Nonlinear Programming.ACM Trans. Math. Softw. 46, 3, Article 25 (July 2020), 38 pages

Paper link

This project implements the algorithm in part <4.4 Computation Derivatives of NLP Functions> of the reference.

TODO

• Prepare
  • Vector
  • Matrix
  • NdsclaFunction
  • VectorFunction
  • Complex
  • Bicomplex
  • Dual <- Here
  • Hyper-Dual
• Central Finite Difference
  • CentralGrad
  • CentralJacobi
  • CentralHessian
• Bicomplex-Step
  • ComplexGrad
  • ComplexJacobi
  • ComplexHessian
• Hyper-Dual
  • DualGrad <- Here
  • DualJacobi
  • DualHessian