FiniteDifference.hpp File Reference

Finite difference weights, derivative approximations, and integration defects. More...

#include "janus/core/JanusError.hpp"
#include "janus/core/JanusTypes.hpp"
#include <Eigen/Dense>
#include <cmath>
#include <string>
#include <vector>

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Namespaces
namespace	janus

Enumerations
enum class	janus::IntegrationMethod { janus::ForwardEuler , janus::BackwardEuler , janus::Trapezoidal , janus::Midpoint }
	Integration/differentiation method for trajectory optimization. More...

Functions
IntegrationMethod	janus::parse_integration_method (const std::string &method)
	Parse integration method from string.
template<typename Scalar>
std::pair< Scalar, Scalar >	janus::forward_euler_weights (Scalar h)
	Forward Euler (explicit) differentiation weights.
template<typename Scalar>
std::pair< Scalar, Scalar >	janus::backward_euler_weights (Scalar h)
	Backward Euler (implicit) differentiation weights.
template<typename Scalar>
std::pair< Scalar, Scalar >	janus::central_difference_weights (Scalar h)
	Central difference differentiation weights.
template<typename Scalar>
std::pair< Scalar, Scalar >	janus::trapezoidal_weights (Scalar h)
	Trapezoidal integration weights.
template<typename Scalar>
JanusVector< Scalar >	janus::forward_difference (const JanusVector< Scalar > &f, const JanusVector< Scalar > &x)
	Compute derivative using forward difference.
template<typename Scalar>
JanusVector< Scalar >	janus::backward_difference (const JanusVector< Scalar > &f, const JanusVector< Scalar > &x)
	Compute derivative using backward difference.
template<typename Scalar>
JanusVector< Scalar >	janus::central_difference (const JanusVector< Scalar > &f, const JanusVector< Scalar > &x)
	Compute derivative using central difference.
template<typename Scalar>
JanusVector< Scalar >	janus::integration_defects (const JanusVector< Scalar > &x, const JanusVector< Scalar > &xdot, const JanusVector< Scalar > &t, IntegrationMethod method=IntegrationMethod::Trapezoidal)
	Compute integration defects for derivative constraints.
template<typename Scalar>
JanusVector< Scalar >	janus::finite_difference_coefficients (const JanusVector< Scalar > &x, Scalar x0=Scalar(0.0), int derivative_degree=1)
	Computes finite difference coefficients for arbitrary grids.

Detailed Description

Finite difference weights, derivative approximations, and integration defects.

See also

Calculus.hpp, AutoDiff.hpp