tree ea7ee93afe4d8d51b23d1f509bbcb6ae07359d9c
parent 070bba4b43b4b7449628bf456a10452fd2b34d28
author Tal Ben-Nun <tbennun@gmail.com> 1431521031 +0300
committer Tal Ben-Nun <tbennun@gmail.com> 1440932773 +0300

Adaptive numeric differentiation using Ridders' method.

This method numerically computes function derivatives in different
scales, extrapolating between intermediate results to conserve function
evaluations. Adaptive differentiation is essential to produce accurate
results for functions with noisy derivatives.

Full changelist:
-Created a new type of NumericDiffMethod (RIDDERS).
-Implemented EvaluateRiddersJacobianColumn in NumericDiff.
-Created unit tests with f(x) = x^2 + [random noise] and
 f(x) = exp(x).

Change-Id: I2d6e924d7ff686650272f29a8c981351e6f72091