math.function

Class NumericallyDiffMultivariateFunction

java.lang.Object

math.function.NumericallyDiffMultivariateFunction

All Implemented Interfaces:

DiffMultivariateFunction, Gradient, MultivariateFunction

public abstract class NumericallyDiffMultivariateFunction
extends Object
implements DiffMultivariateFunction

Finite difference numerical gradient calculation using the forward difference approximation f'(x) = (f(x + h) - f(x)) / h.

Scaling of h is taken into account by each individual h being based upon the absolute magnitude of the corresponding element in the vector x.

Field Summary

Fields

Modifier and Type	Field and Description
protected double	diffScale

Constructor Summary

Constructors

Constructor and Description
NumericallyDiffMultivariateFunction()
NumericallyDiffMultivariateFunction(double diffScale)

Method Summary

Methods

Modifier and Type	Method and Description
void	derivativeAt(double[] x, double[] grad) The first-derivative vector (a.k.a. gradient) of a double-valued function over a double[] array evaluated at the input location x gets stored into the output vector grad.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface math.function.MultivariateFunction

valueAt

Field Detail

diffScale

protected final double diffScale

Constructor Detail

NumericallyDiffMultivariateFunction

public NumericallyDiffMultivariateFunction()

NumericallyDiffMultivariateFunction

public NumericallyDiffMultivariateFunction(double diffScale)

Method Detail

derivativeAt

public final void derivativeAt(double[] x,
                double[] grad)

Description copied from interface: Gradient

The first-derivative vector (a.k.a. gradient) of a double-valued function over a double[] array evaluated at the input location x gets stored into the output vector grad.

Specified by:

derivativeAt in interface Gradient

Parameters:

x - a double[] input vector (not modified)

grad - a double[] output vector containing the gradient at location x (modified)