starting work on a Numerical differenciation module

1 files changed, 50 insertions, 0 deletions

diff --git a/unsupported/Eigen/NumericalDiff b/unsupported/Eigen/NumericalDiff
new file mode 100644
index 000000000..991ce7c35
--- /dev/null
+++ b/unsupported/Eigen/NumericalDiff
@@ -0,0 +1,50 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#ifndef EIGEN_NUMERICALDIFF_MODULE
+#define EIGEN_NUMERICALDIFF_MODULE
+
+#include <Eigen/Core>
+
+namespace Eigen {
+
+/** \ingroup Unsupported_modules
+  * \defgroup NumericalDiff_Module Support for numerical differenciation.
+  * See http://en.wikipedia.org/wiki/Numerical_differentiation
+  *
+  * \code
+  * #include <unsupported/Eigen/NumericalDiff>
+  * \endcode
+  */
+//@{
+
+}
+
+#include "src/NumericalDiff/NumericalDiff.h"
+
+namespace Eigen {
+//@}
+}
+
+#endif // EIGEN_NUMERICALDIFF_MODULE