edu.jhu.bme.smile.commons.optimize
Class FunctionNumeric1DDifferentiation

java.lang.Object
  edu.jhu.bme.smile.commons.optimize.FunctionNumeric1DDifferentiation

All Implemented Interfaces:

Optimizable1DContinuous, Optimizable1DContinuousDifferentiable

public class FunctionNumeric1DDifferentiation
extends java.lang.Object
implements Optimizable1DContinuousDifferentiable

This class does numeric differentiation in 1D. There are lots of methods of doing so, and depending on how many points are used, enter that value in for the method variable. Also computes 2nd derivatives. Defaults to 3-point method.

Author:

Yufeng Guo, Hanlin Wan

Field Summary

static double	DEFAULT_STEP
static int	DIFF_3_POINT
static int	DIFF_5_POINT
static int	DIFF_7_POINT
static int	DIFF_9_POINT
static int	DIFF_BAC_EULER
static int	DIFF_FWD_EULER

Constructor Summary

FunctionNumeric1DDifferentiation(Optimizable1DContinuous function)
Constructor to create a 1D differentiable object.

FunctionNumeric1DDifferentiation(Optimizable1DContinuous function, double step, int method)
Constructor to create a 1D differentiable object.

Method Summary

double	get2ndDerivative(double x) Gets the second derivative
double	getDerivative(double x) Gets the first derivative
double	getDomainMax() Gets the domain maximum
double	getDomainMin() Gets the domain minimum
double	getDomainTolerance() Gets the tolerance
int	getMethod() Gets the method
double	getValue(double x) Gets the value

Methods inherited from class java.lang.Object

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

Field Detail

DIFF_FWD_EULER

public static final int DIFF_FWD_EULER

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Constant Field Values

DIFF_BAC_EULER

public static final int DIFF_BAC_EULER

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Constant Field Values

DIFF_3_POINT

public static final int DIFF_3_POINT

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Constant Field Values

DIFF_5_POINT

public static final int DIFF_5_POINT

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Constant Field Values

DIFF_7_POINT

public static final int DIFF_7_POINT

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Constant Field Values

DIFF_9_POINT

public static final int DIFF_9_POINT

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Constant Field Values

DEFAULT_STEP

public static final double DEFAULT_STEP

See Also:

Constant Field Values

Constructor Detail

FunctionNumeric1DDifferentiation

public FunctionNumeric1DDifferentiation(Optimizable1DContinuous function)

Constructor to create a 1D differentiable object. Default step size of 1e-5 and default method of 3 point are used.

Parameters:

function - function to differentiate

FunctionNumeric1DDifferentiation

public FunctionNumeric1DDifferentiation(Optimizable1DContinuous function,
                                        double step,
                                        int method)

Constructor to create a 1D differentiable object.

Parameters:

function - function to differentiate

step - step size to use

method - the differentiating method to use: 0,1,3,5,7, or 9. Default is 3.

Method Detail

get2ndDerivative

public double get2ndDerivative(double x)

Gets the second derivative

Specified by:

get2ndDerivative in interface Optimizable1DContinuousDifferentiable

Parameters:

x - location to evaluate derivative at

Returns:

second derivative at location x

getDerivative

public double getDerivative(double x)

Gets the first derivative

Specified by:

getDerivative in interface Optimizable1DContinuousDifferentiable

Parameters:

x - location to evaluate derivative at

Returns:

derivative at location x

getMethod

public int getMethod()

Gets the method

Returns:

method

getDomainMax

public double getDomainMax()

Gets the domain maximum

Specified by:

getDomainMax in interface Optimizable1DContinuous

Returns:

domain max

getDomainMin

public double getDomainMin()

Gets the domain minimum

Specified by:

getDomainMin in interface Optimizable1DContinuous

Returns:

domain min

getDomainTolerance

public double getDomainTolerance()

Gets the tolerance

Specified by:

getDomainTolerance in interface Optimizable1DContinuous

Returns:

tolerance

getValue

public double getValue(double x)

Gets the value

Specified by:

getValue in interface Optimizable1DContinuous

Parameters:

x - location to get value at

Returns:

value at location x