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[Info-gama] added new class template Jacobian to gmatvec 0.9.18


From: Ales Cepek
Subject: [Info-gama] added new class template Jacobian to gmatvec 0.9.18
Date: Wed, 10 Apr 2002 18:25:41 +0200 (CEST)

Template C++ class Jacobian computes Jacobian matrix for the given
argument of a vector function. Derivatives are numerically computed from a
Lagrange polynomial of degree 2*n with equidistant arguments.
   
For example for degree 4 Lagrange's formula L4(x) goes through points
y1=f(x-2h), y2=f(x-h), y3=f(x), y4=f(x+h) and y5=f(x+2h). The derivative
L'4(x) = 2/24*y1 - 4/6*y2 + 4/6*y4 - 2/24*y5.

Ales




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