IMSL C# Numerical Library

MinConNLP.DifferentiationType Property

The type of numerical differentiation to be used.

public int DifferentiationType {get; set;}

Property Value

An int scalar value specifying the type of numerical differentiation to be used. By default, DifferentiationType is set to 1.

Value	Action
1	Use a forward difference quotient with discretization stepsize $0.1\left( \mbox{\it FunctionPrecision}^{1/2}\right)$ componentwise relative. This is the default value used.
2	Use the symmetric difference quotient with discretization stepsize $0.1\left( \mbox{\it FunctionPrecision}^{1/3}\right)$ componentwise relative.
3	Use the sixth order approximation computing a Richardson extrapolation of three symmetric difference quotient values. This uses a discretization stepsize $0.01\left( \mbox{\it FunctionPrecision}^{1/7}\right)$ .

Exceptions

Exception Type	Condition
ArgumentException	is thrown if `DifferentiationType` is set to a value less than or equal to 0, or greater than or equal to 4

See Also

MinConNLP Class | Imsl.Math Namespace