finitedifferences jl

We have hosted the application finitedifferences jl in order to run this application in our online workstations with Wine or directly.

Quick description about finitedifferences jl:

FiniteDifferences.jl estimates derivatives with finite differences. See also the Python package FDM. FiniteDiff.jl and FiniteDifferences.jl are similar libraries: both calculate approximate derivatives numerically. You should definitely use one or the other, rather than the legacy Calculus.jl finite differencing, or reimplementing it yourself. At some point in the future, they might merge, or one might depend on the other.

Features:

• FiniteDifferences.jl supports basically any type, whereas FiniteDiff.jl supports only array-ish types
• FiniteDifferences.jl supports higher order approximation and step size adaptation
• FiniteDiff.jl supports caching and in-place computation
• FiniteDiff.jl supports coloring vectors for efficient calculation of sparse Jacobians
• Finite difference methods are optimized to minimise allocations
• Multivariate Derivatives

Programming Language: Julia.
Categories: