Method df

unsupported/Eigen/src/NumericalDiff/NumericalDiff.h:64–119

* return the number of evaluation of functor */

      * return the number of evaluation of functor
     */
    int df(const InputType& _x, JacobianType &jac) const
    {
        using std::sqrt;
        using std::abs;
        /* Local variables */
        Scalar h;
        int nfev=0;
        const typename InputType::Index n = _x.size();
        const Scalar eps = sqrt(((std::max)(epsfcn,NumTraits<Scalar>::epsilon() )));
        ValueType val1, val2;
        InputType x = _x;
        // TODO : we should do this only if the size is not already known
        val1.resize(Functor::values());
        val2.resize(Functor::values());

        // initialization
        switch(mode) {
            case Forward:
                // compute f(x)
                Functor::operator()(x, val1); nfev++;
                break;
            case Central:
                // do nothing
                break;
            default:
                eigen_assert(false);
        };

        // Function Body
        for (int j = 0; j < n; ++j) {
            h = eps * abs(x[j]);
            if (h == 0.) {
                h = eps;
            }
            switch(mode) {
                case Forward:
                    x[j] += h;
                    Functor::operator()(x, val2);
                    nfev++;
                    x[j] = _x[j];
                    jac.col(j) = (val2-val1)/h;
                    break;
                case Central:
                    x[j] += h;
                    Functor::operator()(x, val2); nfev++;
                    x[j] -= 2*h;
                    Functor::operator()(x, val1); nfev++;
                    x[j] = _x[j];
                    jac.col(j) = (val2-val1)/(2*h);
                    break;
                default:
                    eigen_assert(false);
            };
        }
        return nfev;
    }
private:
    Scalar epsfcn;