public void CentralDifferenceFirstOrderThreePointTest()
{
double[] results = { -0.5, 0, 0.5 };
var finite = new FiniteDifferenceCoefficients(3);
var coeff = finite.GetCoefficients(1, 1);
Assert.AreEqual(results, coeff);
}
public void CentralDifferenceFirstOrderThreePointTest()
{
double[] results = { -0.5, 0, 0.5 };
var finite = new FiniteDifferenceCoefficients(3);
var coeff = finite.GetCoefficients(1, 1);
Assert.AreEqual(results, coeff);
}
public void CentralDifferenceSecondOrderFivePointsTest()
{
double[] results = { (double)-1 / 12, (double)4 / 3, (double)-5 / 2, (double)4 / 3, (double)-1 / 12 };
var finite = new FiniteDifferenceCoefficients(5);
var coeff = finite.GetCoefficients(2, 2);
for (int i = 0; i < coeff.Length; i++)
Assert.AreEqual(results[i], coeff[i]);
}
public void BackwardDifferenceThirdOrderFourPointsTest()
{
double[] results = { -1, 3, -3, 1 };
var finite = new FiniteDifferenceCoefficients(4);
var coeff = finite.GetCoefficients(3, 3);
for (int i = 0; i < coeff.Length; i++)
Assert.AreEqual(results[i], coeff[i]);
}
public void ForwardDifferenceThirdOrderEightPointsTest()
{
double[] results = { (double)-967 / 120, (double)638 / 15, (double)-3929 / 40, (double)389 / 3,
(double)-2545 / 24, (double)268 / 5, (double)-1849 / 120, (double)29 / 15 };
var finite = new FiniteDifferenceCoefficients(8);
var coeff = finite.GetCoefficients(0, 3);
for (int i = 0; i < coeff.Length; i++)
Assert.AreEqual(results[i], coeff[i]);
}
public void BackwardDifferenceThirdOrderFourPointsTest()
{
double[] results = { -1, 3, -3, 1 };
var finite = new FiniteDifferenceCoefficients(4);
var coeff = finite.GetCoefficients(3, 3);
for (int i = 0; i < coeff.Length; i++)
{
Assert.AreEqual(results[i], coeff[i]);
}
}
public void CentralDifferenceSecondOrderFivePointsTest()
{
double[] results = { (double)-1 / 12, (double)4 / 3, (double)-5 / 2, (double)4 / 3, (double)-1 / 12 };
var finite = new FiniteDifferenceCoefficients(5);
var coeff = finite.GetCoefficients(2, 2);
for (int i = 0; i < coeff.Length; i++)
{
Assert.AreEqual(results[i], coeff[i]);
}
}
public void ForwardDifferenceThirdOrderEightPointsTest()
{
double[] results = { (double)-967 / 120, (double)638 / 15, (double)-3929 / 40, (double)389 / 3,
(double)-2545 / 24, (double)268 / 5, (double)-1849 / 120, (double)29 / 15 };
var finite = new FiniteDifferenceCoefficients(8);
var coeff = finite.GetCoefficients(0, 3);
for (int i = 0; i < coeff.Length; i++)
{
Assert.AreEqual(results[i], coeff[i]);
}
}
/// <summary>
/// Initialized a NumericalDerivative class.
/// </summary>
/// <param name="points">Number of points for finite difference derivatives.</param>
/// <param name="center">Location of the center with respect to other points. Value ranges from zero to points-1.</param>
public OptimizationNumericalDerivative(int points, int center)
{
if (points < 2)
{
throw new ArgumentOutOfRangeException("points", "Points must be two or greater.");
}
_center = center;
_points = points;
Center = center;
_coefficients = new FiniteDifferenceCoefficients(points);
}
