Blitz++ 计算二阶导数

王朝other·作者佚名  2006-01-09
窄屏简体版  字體: |||超大  

//整理 by RobinKin

#include <blitz/vector.h>

using namespace blitz;

int main()

{

// In this example, the function cos(x)^2 and its second derivative

// 2 (sin(x)^2 - cos(x)^2) are sampled over the range [0,1).

// The second derivative is approximated numerically using a

// [ 1 -2 1 ] mask, and the approximation error is computed.

/* cos(x)^2 的二阶导数 是2 (sin(x)^2 - cos(x)^2)

下面在[0,1) 的范围中,以delta为步长 ,用[ 1 -2 1 ] 的方法计算二阶导数

看看和精确值的误差

*/

const int numSamples = 100; // Number of samples

double delta = 1. / numSamples; // Spacing of samples

Range R(0, numSamples - 1); // Index set of the vector

// Sample the function y = cos(x)^2 over [0,1)

//

// An object of type Range can be treated as a vector, and used

// as a term in vector expressions.

//

// The initialization for y (below) will be translated via expression

// templates into something of the flavour

//

// for (unsigned i=0; i < 99; ++i)

// {

// double _t1 = cos(i * delta);

// y[i] = _t1 * _t1;

// }

Vector<double> y = sqr(cos(R * delta));

// Sample the exact second derivative

Vector<double> y2exact = 2.0 * (sqr(sin(R * delta)) - sqr(cos(R * delta)));

// Approximate the 2nd derivative using a [ 1 -2 1 ] mask

// We can only apply this mask to the elements 1 .. 98, since

// we need one element on either side to apply the mask.

Range I(1,numSamples-2);

Vector<double> y2(numSamples);

y2(I) = (y(I-1) - 2 * y(I) + y(I+1)) / (delta*delta);

// The above difference equation will be transformed into

// something along the lines of

//

// double _t2 = delta*delta;

// for (int i=1; i < 99; ++i)

// y2[i] = (y[i-1] - 2 * y[i] + y[i+1]) / _t2;

// Now calculate the root mean square approximation error:

double error = sqrt(mean(sqr(y2(I) - y2exact(I))));

// Display a few elements from the vectors.

// This range constructor means elements 1 to 91 in increments

// of 15.

Range displayRange(1, 91, 15);

cout << "Exact derivative:" << y2exact(displayRange) << endl

<< "Approximation: " << y2(Range(displayRange)) << endl

<< "RMS Error: " << error << endl;

return 0;

}

Output:

Exact derivative:[ -1.9996 -1.89847 -1.62776 -1.21164 -0.687291 -0.1015495

]

Approximation: [ -1.99953 -1.89841 -1.6277 -1.2116 -0.687269 -0.1015468

]

RMS Error: 4.24826e-05

 
 
 
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