Package org.apache.commons.math3.analysis.differentiation

This package holds the main interfaces and basic building block classes dealing with differentiation.

See:
Description

Interface Summary

MultivariateDifferentiableFunction	Extension of MultivariateFunction representing a multivariate differentiable real function.
MultivariateDifferentiableVectorFunction	Extension of MultivariateVectorFunction representing a multivariate differentiable vectorial function.
UnivariateDifferentiableFunction	Interface for univariate functions derivatives.
UnivariateDifferentiableMatrixFunction	Extension of UnivariateMatrixFunction representing a univariate differentiable matrix function.
UnivariateDifferentiableVectorFunction	Extension of UnivariateVectorFunction representing a univariate differentiable vectorial function.
UnivariateFunctionDifferentiator	Interface defining the function differentiation operation.
UnivariateMatrixFunctionDifferentiator	Interface defining the function differentiation operation.
UnivariateVectorFunctionDifferentiator	Interface defining the function differentiation operation.

Class Summary

DerivativeStructure	Class representing both the value and the differentials of a function.
DSCompiler	Class holding "compiled" computation rules for derivative structures.
FiniteDifferencesDifferentiator	Univariate functions differentiator using finite differences.
GradientFunction	Class representing the gradient of a multivariate function.
JacobianFunction	Class representing the Jacobian of a multivariate vector function.
RiddersDifferentiator	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).

Package org.apache.commons.math3.analysis.differentiation Description

This package holds the main interfaces and basic building block classes dealing with differentiation. The core class is DerivativeStructure which holds the value and the differentials of a function. This class handles some arbitrary number of free parameters and arbitrary derivation order. It is used both as the input and the output type for the UnivariateDifferentiableFunction interface. Any differentiable function should implement this interface.

The UnivariateFunctionDifferentiator interface defines a way to differentiation a simple UnivariateFunction and get a UnivariateDifferentiableFunction.

Similar interfaces also exist for multivariate functions and for vector or matrix valued functions.