com.github.signaflo.math.function

Class NumericalDerivatives

java.lang.Object

com.github.signaflo.math.function.NumericalDerivatives

public final class NumericalDerivatives
extends Object

Static methods for computing numerical derivatives.

Method Summary

Modifier and Type	Method and Description
static double	centralDifferenceApproximation(Function f, double point, double h)
static double[]	centralDifferenceGradient(MultivariateDoubleFunction f, double[] point, double h)
static Vector	centralDifferenceGradient(MultivariateFunction f, Vector point, double h)
static double	forwardDifferenceApproximation(Function f, double point, double h)
static double	forwardDifferenceApproximation(Function f, double point, double h, double functionValue)
static double[]	forwardDifferenceGradient(MultivariateDoubleFunction f, double[] point, double h)
static Vector	forwardDifferenceGradient(MultivariateFunction f, Vector point, double h)
static Vector	forwardDifferenceGradient(MultivariateFunction f, Vector point, double h, double functionValue)

Methods inherited from class java.lang.Object

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

Method Detail

forwardDifferenceApproximation

public static double forwardDifferenceApproximation(Function f,
                                                    double point,
                                                    double h)

centralDifferenceApproximation

public static double centralDifferenceApproximation(Function f,
                                                    double point,
                                                    double h)

forwardDifferenceApproximation

public static double forwardDifferenceApproximation(Function f,
                                                    double point,
                                                    double h,
                                                    double functionValue)

forwardDifferenceGradient

public static double[] forwardDifferenceGradient(MultivariateDoubleFunction f,
                                                 double[] point,
                                                 double h)

centralDifferenceGradient

public static double[] centralDifferenceGradient(MultivariateDoubleFunction f,
                                                 double[] point,
                                                 double h)

forwardDifferenceGradient

public static Vector forwardDifferenceGradient(MultivariateFunction f,
                                               Vector point,
                                               double h)

forwardDifferenceGradient

public static Vector forwardDifferenceGradient(MultivariateFunction f,
                                               Vector point,
                                               double h,
                                               double functionValue)

centralDifferenceGradient

public static Vector centralDifferenceGradient(MultivariateFunction f,
                                               Vector point,
                                               double h)