edu.jhu.bme.smile.commons.optimize
Class FunctionNumericND1DDifferentiation

java.lang.Object
  edu.jhu.bme.smile.commons.optimize.FunctionNumericND1DDifferentiation

All Implemented Interfaces:

OptimizableNDContinuous

public class FunctionNumericND1DDifferentiation
extends java.lang.Object
implements OptimizableNDContinuous

A wrapper class used to facilitate getting derivatives of ND functions along each dimension individually

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

FunctionNumericND1DDifferentiation(OptimizableNDContinuous function, int dim)
Creates object to be used for getting a derivative of an ND function along 1-dimension, but contains the information to take more derivatives, along another other dimension as well.

FunctionNumericND1DDifferentiation(OptimizableNDContinuous function, int dim, double step, int method)
Creates object to be used for getting a derivative of an ND function along 1-dimension, but contains the information to take more derivatives, along another other dimension as well.

Method Summary

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	getNumberOfDimensions() Gets the number of dimensions
double	getValue(double[] x) Same as getDerivative.

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

See Also:

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

FunctionNumericND1DDifferentiation

public FunctionNumericND1DDifferentiation(OptimizableNDContinuous function,
                                          int dim)

Creates object to be used for getting a derivative of an ND function along 1-dimension, but contains the information to take more derivatives, along another other dimension as well. Uses the default step of 1e-5 adn default method of 3 point.

Parameters:

function - function to be differentiated

dim - the dimension to take the derivative in

FunctionNumericND1DDifferentiation

public FunctionNumericND1DDifferentiation(OptimizableNDContinuous function,
                                          int dim,
                                          double step,
                                          int method)

Creates object to be used for getting a derivative of an ND function along 1-dimension, but contains the information to take more derivatives, along another other dimension as well.

Parameters:

function - function to be differentiated

dim - the dimension to take the derivative in

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

Method Detail

getDerivative

public double getDerivative(double[] x)

Gets the first derivative. Dimension to take the derivative should have been set.

Parameters:

x - location to evaluate derivative at

Returns:

derivative at location x in the set dimension

getDomainMax

public double[] getDomainMax()

Gets the domain maximum

Specified by:

getDomainMax in interface OptimizableNDContinuous

Returns:

domain max

getDomainMin

public double[] getDomainMin()

Gets the domain minimum

Specified by:

getDomainMin in interface OptimizableNDContinuous

Returns:

domain min

getDomainTolerance

public double getDomainTolerance()

Gets the tolerance

Specified by:

getDomainTolerance in interface OptimizableNDContinuous

Returns:

tolerance

getNumberOfDimensions

public int getNumberOfDimensions()

Gets the number of dimensions

Specified by:

getNumberOfDimensions in interface OptimizableNDContinuous

Returns:

number of dimensions

getValue

public double getValue(double[] x)

Same as getDerivative.

Specified by:

getValue in interface OptimizableNDContinuous

Parameters:

x - the location to get the derivative.

Returns:

the derivative at location x