template<typename _Functor, NumericalDiffMode mode = Forward>
class Eigen::NumericalDiff< _Functor, mode >

This class allows you to add a method df() to your functor, which will use numerical differentiation to compute an approximate of the derivative for the functor. Of course, if you have an analytical form for the derivative, you should rather implement df() by yourself.

More information on http://en.wikipedia.org/wiki/Numerical_differentiation

Currently only "Forward" and "Central" scheme are implemented.