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/third_party/boost/boost/math/differentiation/
Dfinite_difference.hpp134 Real ymh = f(x - h); in finite_difference_derivative() local
135 Real diff = yh - ymh; in finite_difference_derivative()
140 *error = eps * (abs(yh) + abs(ymh)) / (2 * h) + abs((yth - ymth) / 2 - diff) / (6 * h); in finite_difference_derivative()
161 Real ymh = f(x - h); in finite_difference_derivative() local
163 Real y1 = yh - ymh; in finite_difference_derivative()
171 … *error = abs((y_three_h - y_m_three_h) / 2 + 2 * (ymth - yth) + 5 * (yh - ymh) / 2) / (30 * h); in finite_difference_derivative()
173 *error += eps * (abs(yth) + abs(ymth) + 8 * (abs(ymh) + abs(yh))) / (12 * h); in finite_difference_derivative()
193 Real ymh = f(x - h); in finite_difference_derivative() local
194 Real y1 = yh - ymh; in finite_difference_derivative()
205 *error = abs(y7) / (140 * h) + 5 * (abs(yh) + abs(ymh))*eps / h; in finite_difference_derivative()
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