numerical derivative class with arbitrary improvement order and step auto-tuning

examples/exDerivative.cpp

@@ -0,0 +1,40 @@
+#include <iostream>
+#include <LatAnalyze/Derivative.hpp>
+#include <LatAnalyze/CompiledFunction.hpp>
+#include <LatAnalyze/Math.hpp>
+
+using namespace std;
+using namespace Latan;
+
+int main(int argc, char *argv[])
+{
+    string source;
+    Index  maxOrder;
+    double x;
+    
+    if (argc != 4)
+    {
+        cerr << "usage: " << argv[0] << " <function> <max order> <point>";
+        cerr << endl;
+        
+        return EXIT_FAILURE;
+    }
+    source   = argv[1];
+    maxOrder = strTo<Index>(argv[2]);
+    x        = strTo<double>(argv[3]);
+    
+    CompiledDoubleFunction f(1, source);
+    CentralDerivative df(f);
+    
+    for (Index i = 1; i <= 4; ++i)
+    {
+        cout << "--- O(h^" << 2*i << ") derivative" << endl;
+        for (Index j = 0; j <= maxOrder; ++j)
+        {
+            df.setOrder(j, i);
+            cout << "d^" << j << "f(" << x << ")= " << df(x) << endl;
+        }
+    }
+    
+    return 0;
+}