Detailed Description

Perturbs values according to a relative epsilon. The perturbation should not be less than a certain minimum.

Definition at line 125 of file NumericalDifferentiation.h.

#include <NumericalDifferentiation.h>

Public Member Functions
	DefaultPerturbationStrategy (RelativeEpsilon const &rel_eps, MinimumPerturbation const &min_pert)

double	getPerturbation (double const value) const

double	perturbIf (std::true_type, double value, double const plus_or_minus, Eigen::Index) const

template<int N>
Eigen::Vector< double, N >	perturbIf (std::true_type, Eigen::Matrix< double, N, 1, Eigen::ColMajor, N, 1 > const &vec, double const plus_or_minus, Eigen::Index comp) const

Static Public Member Functions
template<typename T >
static T const &	perturbIf (std::false_type, T const &value, double const, Eigen::Index)

Private Attributes
double	rel_eps_

double	min_pert_

Constructor & Destructor Documentation

◆ DefaultPerturbationStrategy()

NumLib::detail::DefaultPerturbationStrategy::DefaultPerturbationStrategy	(	RelativeEpsilon const &	rel_eps,
		MinimumPerturbation const &	min_pert )

inline

Definition at line 127 of file NumericalDifferentiation.h.

        : rel_eps_{*rel_eps}, min_pert_{*min_pert}
    {
    }

Member Function Documentation

◆ getPerturbation()

double NumLib::detail::DefaultPerturbationStrategy::getPerturbation ( double const value ) const

inline

Definition at line 133 of file NumericalDifferentiation.h.

    {
        auto const pert = std::abs(value) * rel_eps_;
 
        if (std::abs(pert) >= std::abs(min_pert_))
        {
            return pert;
        }
 
        return min_pert_;
    }

References min_pert_, and rel_eps_.

Referenced by perturbIf(), and perturbIf().

◆ perturbIf() [1/3]

template<typename T >

static T const & NumLib::detail::DefaultPerturbationStrategy::perturbIf	(	std::false_type	,
		T const &	value,
		double const	,
		Eigen::Index	)

inlinestatic

Definition at line 146 of file NumericalDifferentiation.h.

    {
        return value;
    }

◆ perturbIf() [2/3]

double NumLib::detail::DefaultPerturbationStrategy::perturbIf	(	std::true_type	,
		double	value,
		double const	plus_or_minus,
		Eigen::Index	) const

inline

Definition at line 153 of file NumericalDifferentiation.h.

    {
        return value + plus_or_minus * getPerturbation(value);
    }

References getPerturbation().

◆ perturbIf() [3/3]

template<int N>

Eigen::Vector< double, N > NumLib::detail::DefaultPerturbationStrategy::perturbIf	(	std::true_type	,
		Eigen::Matrix< double, N, 1, Eigen::ColMajor, N, 1 > const &	vec,
		double const	plus_or_minus,
		Eigen::Index	comp ) const

inline

Definition at line 160 of file NumericalDifferentiation.h.

    {
        Eigen::Vector<double, N> vec_pert = vec;
        vec_pert[comp] += plus_or_minus * getPerturbation(vec[comp]);
        return vec_pert;
    }

References getPerturbation().