org.apache.commons.math3.analysis.differentiation
Class RiddersDifferentiator

java.lang.Object
  org.apache.commons.math3.analysis.differentiation.RiddersDifferentiator

All Implemented Interfaces:

UnivariateFunctionDifferentiator

public final class RiddersDifferentiator
extends Object
implements UnivariateFunctionDifferentiator

Implements Ridders method of polynomial extrapolation for differentiation of real univariate functions.
The algorithm implemented in this class comes from Numerical Recipes in Fortran 77 : the art of scientific computing.
With respect to the UnivariateDifferentiableFunction implementation, since this class uses a specific differentiation algorithm, the returned DerivativeStructure instances are constant ( they cannot provide derivatives other than the first order already computed when they are created).

Since:

1.2

Version:

$Id: RiddersDifferentiator.java 7740 2013-02-18 13:55:09Z CardosoP $

Author:

Tiziana Sabatini

Concurrency :

immutable

Constructor Summary

RiddersDifferentiator(double step)
Constructor.

Method Summary

double	differentiate(double x, UnivariateFunction f) Differentiates a UnivariateFunction on a single point using the Ridders method.
UnivariateDifferentiableFunction	differentiate(UnivariateFunction function) Create an implementation of a differential from a regular function.

Methods inherited from class java.lang.Object

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

Constructor Detail

RiddersDifferentiator

public RiddersDifferentiator(double step)

Constructor.

Parameters:

step - estimated initial stepsize: it needs not be small, but rather should be an increment in x over which the function changes substantially

Method Detail

differentiate

public double differentiate(double x,
                            UnivariateFunction f)

Differentiates a UnivariateFunction on a single point using the Ridders method.

Parameters:

x - value for the computation

f - function to be derivated

Returns:

the derivative value f'(x)

differentiate

public UnivariateDifferentiableFunction differentiate(UnivariateFunction function)

Create an implementation of a differential from a regular function.

Specified by:

differentiate in interface UnivariateFunctionDifferentiator

Parameters:

function - function to differentiate

Returns:

differential function