数学函数微分与C#? [英] Mathematical function differentiation with C#?
问题描述
我知道我可以声明一个函数(说)
I see that I can declare a function with (say)
public double Function(double parameter)
但是如果我想采取这一函数的导数是什么?
but what if I do want to take the derivative of that function?
推荐答案
您无法计算使用计算机程序(除非你做符号数学函数的导数确切...但这是另一个,方式更加复杂,主题)。
You can't calculate the exact derivative of a function using a computer program (unless you're doing symbolic math... but that's another, way more complicated, topic).
有几种方法计算数值函数的导数。最简单的是为本三点法:
There are several approaches to computing a numerical derivative of a function. The simplest is the centered three-point method:
- 取一数H
- 评估
[F(X + H) - F(X-H)] /小时
- 瞧,F'(X)的近似值,只有两个功能评价
另一种方法是在中心五点法:
Another approach is the centered five-point method:
- 取一数H
- 评估
[F(X-2H) - 8F(X-H)+ 8F(X + H) - F(X + 2H)/ 12小时
- 瞧,F'(x)的更好的近似,但它需要更多的功能评价
另外一个话题是如何实现这一点使用C#。首先,你需要一个委托,它重新presents的实数的一个子集映射到一个实数的另一个子集的功能:
Another topic is how to implement this using C#. First, you need a delegate that represents a function that maps a subset of the real numbers onto a another subset of the real numbers:
delegate double RealFunction(double arg);
然后,你需要评估衍生物的路由:
Then, you need a routing that evaluates the derivative:
public double h = 10e-6; // I'm not sure if this is valid C#, I'm used to C++
static double Derivative(RealFunction f, double arg)
{
double h2 = h*2;
return (f(x-h2) - 8*f(x-h) + 8*f(x+h) - f(x+h2)) / (h2*6);
}
如果你想要一个面向对象的实现,你应该创建以下类:
If you want an object-oriented implementation, you should create the following classes:
interface IFunction
{
// Since operator () can't be overloaded, we'll use this trick.
double this[double arg] { get; }
}
class Function : IFunction
{
RealFunction func;
public Function(RealFunction func)
{ this.func = func; }
public double this[double arg]
{ get { return func(arg); } }
}
class Derivative : IFunction
{
IFunction func;
public static double h = 10e-6;
public Derivative(IFunction func)
{ this.func = func; }
public double this[double arg]
{
get
{
double h2 = h*2;
return (
func[arg - h2] - func[arg + h2] +
( func[arg + h] - func[arg - h] ) * 8
) / (h2 * 6);
}
}
}
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