public class DerivativeStructure extends Object implements RealFieldElement<DerivativeStructure>, Serializable
This class is the workhorse of the differentiation package.
This class is an implementation of the extension to Rall's numbers described in Dan Kalman's paper Doubly Recursive Multivariate Automatic Differentiation, Mathematics Magazine, vol. 75, no. 3, June 2002.
. Rall's numbers are an extension to the real numbers used throughout mathematical expressions; they hold the derivative together with the value of a function. Dan Kalman's derivative structures hold all partial derivatives up to any specified order, with respect to any number of free parameters. Rall's numbers therefore can be seen as derivative structures for order one derivative and one free parameter, and real numbers can be seen as derivative structures with zero order derivative and no free parameters.
DerivativeStructure
instances can be used directly thanks to the arithmetic operators to the mathematical
functions provided as static methods by this class (+, -, *, /, %, sin, cos ...).
Implementing complex expressions by hand using these classes is a tedious and error-prone task but has the advantage
of having no limitation on the derivation order despite no requiring users to compute the derivatives by themselves.
Implementing complex expression can also be done by developing computation code using standard primitive double
values and to use differentiators
to create the DerivativeStructure
-based instances. This method is simpler but may be limited in the accuracy and derivation orders and may be
computationally intensive (this is typically the case for finite differences
differentiator
.
Instances of this class are guaranteed to be immutable.
DSCompiler
,
Serialized FormConstructor and Description |
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DerivativeStructure(double a1,
DerivativeStructure ds1,
double a2,
DerivativeStructure ds2)
Linear combination constructor.
|
DerivativeStructure(double a1,
DerivativeStructure ds1,
double a2,
DerivativeStructure ds2,
double a3,
DerivativeStructure ds3)
Linear combination constructor.
|
DerivativeStructure(double a1,
DerivativeStructure ds1,
double a2,
DerivativeStructure ds2,
double a3,
DerivativeStructure ds3,
double a4,
DerivativeStructure ds4)
Linear combination constructor.
|
DerivativeStructure(int parameters,
int order)
Build an instance with all values and derivatives set to 0.
|
DerivativeStructure(int parameters,
int order,
double... derivatives)
Build an instance from all its derivatives.
|
DerivativeStructure(int parameters,
int order,
double value)
Build an instance representing a constant value.
|
DerivativeStructure(int parameters,
int order,
int index,
double value)
Build an instance representing a variable.
|
Modifier and Type | Method and Description |
---|---|
DerivativeStructure |
abs()
absolute value.
|
DerivativeStructure |
acos()
Arc cosine operation.
|
DerivativeStructure |
acosh()
Inverse hyperbolic cosine operation.
|
DerivativeStructure |
add(DerivativeStructure a)
'+' operator.
|
DerivativeStructure |
add(double a)
'+' operator.
|
DerivativeStructure |
asin()
Arc sine operation.
|
DerivativeStructure |
asinh()
Inverse hyperbolic sine operation.
|
DerivativeStructure |
atan()
Arc tangent operation.
|
DerivativeStructure |
atan2(DerivativeStructure x)
Two arguments arc tangent operation.
|
static DerivativeStructure |
atan2(DerivativeStructure y,
DerivativeStructure x)
Two arguments arc tangent operation.
|
DerivativeStructure |
atanh()
Inverse hyperbolic tangent operation.
|
DerivativeStructure |
cbrt()
Cubic root.
|
DerivativeStructure |
ceil()
Get the smallest whole number larger than instance.
|
DerivativeStructure |
compose(double... f)
Compute composition of the instance by a univariate function.
|
DerivativeStructure |
copySign(DerivativeStructure sign)
Returns the instance with the sign of the argument.
|
DerivativeStructure |
copySign(double sign)
Returns the instance with the sign of the argument.
|
DerivativeStructure |
cos()
Cosine operation.
|
DerivativeStructure |
cosh()
Hyperbolic cosine operation.
|
DerivativeStructure |
createConstant(double c)
Create a constant compatible with instance order and number of parameters.
|
DerivativeStructure |
divide(DerivativeStructure a)
'/' operator.
|
DerivativeStructure |
divide(double a)
'/' operator.
|
boolean |
equals(Object other)
Test for the equality of two derivative structures.
|
DerivativeStructure |
exp()
Exponential.
|
DerivativeStructure |
expm1()
Exponential minus 1.
|
DerivativeStructure |
floor()
Get the largest whole number smaller than instance.
|
double[] |
getAllDerivatives()
Get all partial derivatives.
|
int |
getExponent()
Return the exponent of the instance value, removing the bias.
|
Field<DerivativeStructure> |
getField()
Get the
Field to which the instance belongs. |
int |
getFreeParameters()
Get the number of free parameters.
|
int |
getOrder()
Get the derivation order.
|
double |
getPartialDerivative(int... orders)
Get a partial derivative.
|
double |
getReal()
Get the real value of the number.
|
double |
getValue()
Get the value part of the derivative structure.
|
int |
hashCode()
Get a hashCode for the derivative structure.
|
DerivativeStructure |
hypot(DerivativeStructure y)
Returns the hypotenuse of a triangle with sides
this and y -
sqrt(this2 +y2)avoiding intermediate overflow or underflow. |
static DerivativeStructure |
hypot(DerivativeStructure x,
DerivativeStructure y)
Returns the hypotenuse of a triangle with sides
x and y -
sqrt(x2 +y2)avoiding intermediate overflow or underflow. |
DerivativeStructure |
linearCombination(DerivativeStructure[] a,
DerivativeStructure[] b)
Compute a linear combination.
|
DerivativeStructure |
linearCombination(DerivativeStructure a1,
DerivativeStructure b1,
DerivativeStructure a2,
DerivativeStructure b2)
Compute a linear combination.
|
DerivativeStructure |
linearCombination(DerivativeStructure a1,
DerivativeStructure b1,
DerivativeStructure a2,
DerivativeStructure b2,
DerivativeStructure a3,
DerivativeStructure b3)
Compute a linear combination.
|
DerivativeStructure |
linearCombination(DerivativeStructure a1,
DerivativeStructure b1,
DerivativeStructure a2,
DerivativeStructure b2,
DerivativeStructure a3,
DerivativeStructure b3,
DerivativeStructure a4,
DerivativeStructure b4)
Compute a linear combination.
|
DerivativeStructure |
linearCombination(double[] a,
DerivativeStructure[] b)
Compute a linear combination.
|
DerivativeStructure |
linearCombination(double a1,
DerivativeStructure b1,
double a2,
DerivativeStructure b2)
Compute a linear combination.
|
DerivativeStructure |
linearCombination(double a1,
DerivativeStructure b1,
double a2,
DerivativeStructure b2,
double a3,
DerivativeStructure b3)
Compute a linear combination.
|
DerivativeStructure |
linearCombination(double a1,
DerivativeStructure b1,
double a2,
DerivativeStructure b2,
double a3,
DerivativeStructure b3,
double a4,
DerivativeStructure b4)
Compute a linear combination.
|
DerivativeStructure |
log()
Natural logarithm.
|
DerivativeStructure |
log10()
Base 10 logarithm.
|
DerivativeStructure |
log1p()
Shifted natural logarithm.
|
DerivativeStructure |
multiply(DerivativeStructure a)
'×' operator.
|
DerivativeStructure |
multiply(double a)
'×' operator.
|
DerivativeStructure |
multiply(int n)
Compute n × this.
|
DerivativeStructure |
negate()
unary '-' operator.
|
DerivativeStructure |
pow(DerivativeStructure e)
Power operation.
|
DerivativeStructure |
pow(double p)
Power operation.
|
static DerivativeStructure |
pow(double a,
DerivativeStructure x)
Compute ax where a is a double and x a
DerivativeStructure |
DerivativeStructure |
pow(int n)
Integer power operation.
|
DerivativeStructure |
reciprocal()
Returns the multiplicative inverse of
this element. |
DerivativeStructure |
remainder(DerivativeStructure a)
'%' operator.
|
DerivativeStructure |
remainder(double a)
'%' operator.
|
DerivativeStructure |
rint()
Get the whole number that is the nearest to the instance, or the even one if x is exactly half way between two
integers.
|
DerivativeStructure |
rootN(int n)
Nth root.
|
long |
round()
Get the closest long to instance value.
|
DerivativeStructure |
scalb(int n)
Multiply the instance by a power of 2.
|
DerivativeStructure |
signum()
Compute the signum of the instance.
|
DerivativeStructure |
sin()
Sine operation.
|
DerivativeStructure |
sinh()
Hyperbolic sine operation.
|
DerivativeStructure |
sqrt()
Square root.
|
DerivativeStructure |
subtract(DerivativeStructure a)
'-' operator.
|
DerivativeStructure |
subtract(double a)
'-' operator.
|
DerivativeStructure |
tan()
Tangent operation.
|
DerivativeStructure |
tanh()
Hyperbolic tangent operation.
|
double |
taylor(double... delta)
Evaluate Taylor expansion a derivative structure.
|
DerivativeStructure |
toDegrees()
Convert radians to degrees, with error of less than 0.5 ULP
|
DerivativeStructure |
toRadians()
Convert degrees to radians, with error of less than 0.5 ULP
|
public DerivativeStructure(int parameters, int order)
parameters
- number of free parametersorder
- derivation orderpublic DerivativeStructure(int parameters, int order, double value)
parameters
- number of free parametersorder
- derivation ordervalue
- value of the constantDerivativeStructure(int, int, int, double)
public DerivativeStructure(int parameters, int order, int index, double value)
Instances built using this constructor are considered to be the free variables with respect to which differentials are computed. As such, their differential with respect to themselves is +1.
parameters
- number of free parametersorder
- derivation orderindex
- index of the variable (from 0 to parameters - 1
)value
- value of the variableNumberIsTooLargeException
- if index >= parameters
.DerivativeStructure(int, int, double)
public DerivativeStructure(double a1, DerivativeStructure ds1, double a2, DerivativeStructure ds2)
a1
- first scale factords1
- first base (unscaled) derivative structurea2
- second scale factords2
- second base (unscaled) derivative structureDimensionMismatchException
- if number of free parameters or orders are inconsistentpublic DerivativeStructure(double a1, DerivativeStructure ds1, double a2, DerivativeStructure ds2, double a3, DerivativeStructure ds3)
a1
- first scale factords1
- first base (unscaled) derivative structurea2
- second scale factords2
- second base (unscaled) derivative structurea3
- third scale factords3
- third base (unscaled) derivative structureDimensionMismatchException
- if number of free parameters or orders are inconsistentpublic DerivativeStructure(double a1, DerivativeStructure ds1, double a2, DerivativeStructure ds2, double a3, DerivativeStructure ds3, double a4, DerivativeStructure ds4)
a1
- first scale factords1
- first base (unscaled) derivative structurea2
- second scale factords2
- second base (unscaled) derivative structurea3
- third scale factords3
- third base (unscaled) derivative structurea4
- fourth scale factords4
- fourth base (unscaled) derivative structureDimensionMismatchException
- if number of free parameters or orders are inconsistentpublic DerivativeStructure(int parameters, int order, double... derivatives)
parameters
- number of free parametersorder
- derivation orderderivatives
- derivatives sorted according to DSCompiler.getPartialDerivativeIndex(int...)
DimensionMismatchException
- if derivatives array does not match the size
expected by the compilergetAllDerivatives()
public int getFreeParameters()
public int getOrder()
public DerivativeStructure createConstant(double c)
This method is a convenience factory method, it simply calls
new DerivativeStructure(getFreeParameters(), getOrder(), c)
c
- value of the constantDerivativeStructure(int, int, double)
public double getReal()
getReal
in interface RealFieldElement<DerivativeStructure>
public double getValue()
getPartialDerivative(int...)
public double getPartialDerivative(int... orders)
orders
- derivation orders with respect to each variable (if all orders are 0,
the value is returned)DimensionMismatchException
- if the numbers of variables does not
match the instanceNumberIsTooLargeException
- if sum of derivation orders is larger
than the instance limitsgetValue()
public double[] getAllDerivatives()
DSCompiler.getPartialDerivativeIndex(int...)
public DerivativeStructure add(double a)
add
in interface RealFieldElement<DerivativeStructure>
a
- right hand side parameter of the operatorpublic DerivativeStructure add(DerivativeStructure a)
add
in interface FieldElement<DerivativeStructure>
a
- right hand side parameter of the operatorDimensionMismatchException
- if number of free parameters or orders are inconsistentpublic DerivativeStructure subtract(double a)
subtract
in interface RealFieldElement<DerivativeStructure>
a
- right hand side parameter of the operatorpublic DerivativeStructure subtract(DerivativeStructure a)
subtract
in interface FieldElement<DerivativeStructure>
a
- right hand side parameter of the operatorDimensionMismatchException
- if number of free parameters or orders are inconsistentpublic DerivativeStructure multiply(int n)
multiply
in interface FieldElement<DerivativeStructure>
n
- Number of times this
must be added to itself.public DerivativeStructure multiply(double a)
multiply
in interface RealFieldElement<DerivativeStructure>
a
- right hand side parameter of the operatorpublic DerivativeStructure multiply(DerivativeStructure a)
multiply
in interface FieldElement<DerivativeStructure>
a
- right hand side parameter of the operatorDimensionMismatchException
- if number of free parameters or orders are inconsistentpublic DerivativeStructure divide(double a)
divide
in interface RealFieldElement<DerivativeStructure>
a
- right hand side parameter of the operatorpublic DerivativeStructure divide(DerivativeStructure a)
divide
in interface FieldElement<DerivativeStructure>
a
- right hand side parameter of the operatorDimensionMismatchException
- if number of free parameters or orders are inconsistentpublic DerivativeStructure remainder(double a)
remainder
in interface RealFieldElement<DerivativeStructure>
a
- right hand side parameter of the operatorpublic DerivativeStructure remainder(DerivativeStructure a)
remainder
in interface RealFieldElement<DerivativeStructure>
a
- right hand side parameter of the operatorDimensionMismatchException
- if number of free parameters or orders are inconsistentpublic DerivativeStructure negate()
negate
in interface FieldElement<DerivativeStructure>
public DerivativeStructure abs()
abs
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure ceil()
ceil
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure floor()
floor
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure rint()
rint
in interface RealFieldElement<DerivativeStructure>
public long round()
round
in interface RealFieldElement<DerivativeStructure>
getValue()
public DerivativeStructure signum()
signum
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure copySign(DerivativeStructure sign)
sign
argument is treated as positive.copySign
in interface RealFieldElement<DerivativeStructure>
sign
- the sign for the returned valuesign
argumentpublic DerivativeStructure copySign(double sign)
sign
argument is treated as positive.copySign
in interface RealFieldElement<DerivativeStructure>
sign
- the sign for the returned valuesign
argumentpublic int getExponent()
For double numbers of the form 2x, the unbiased exponent is exactly x.
public DerivativeStructure scalb(int n)
scalb
in interface RealFieldElement<DerivativeStructure>
n
- power of 2public DerivativeStructure hypot(DerivativeStructure y)
this
and y
-
sqrt(this2 +y2)hypot
in interface RealFieldElement<DerivativeStructure>
y
- a valueDimensionMismatchException
- if number of free parameters
or orders do not matchpublic static DerivativeStructure hypot(DerivativeStructure x, DerivativeStructure y)
x
and y
-
sqrt(x2 +y2)x
- a valuey
- a valueDimensionMismatchException
- if number of free parameters or orders are inconsistentpublic DerivativeStructure compose(double... f)
f
- array of value and derivatives of the function at
the current point (i.e. [f(getValue()
),
f'(getValue()
), f''(getValue()
)...]).DimensionMismatchException
- if the number of derivatives
in the array is not equal to order
+ 1public DerivativeStructure reciprocal()
this
element.reciprocal
in interface FieldElement<DerivativeStructure>
reciprocal
in interface RealFieldElement<DerivativeStructure>
this
.public DerivativeStructure sqrt()
sqrt
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure cbrt()
cbrt
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure rootN(int n)
rootN
in interface RealFieldElement<DerivativeStructure>
n
- order of the rootpublic Field<DerivativeStructure> getField()
Field
to which the instance belongs.getField
in interface FieldElement<DerivativeStructure>
Field
to which the instance belongspublic static DerivativeStructure pow(double a, DerivativeStructure x)
DerivativeStructure
a
- number to exponentiatex
- power to applypublic DerivativeStructure pow(double p)
pow
in interface RealFieldElement<DerivativeStructure>
p
- power to applypublic DerivativeStructure pow(int n)
pow
in interface RealFieldElement<DerivativeStructure>
n
- power to applypublic DerivativeStructure pow(DerivativeStructure e)
pow
in interface RealFieldElement<DerivativeStructure>
e
- exponentDimensionMismatchException
- if number of free parameters or orders are inconsistentpublic DerivativeStructure exp()
exp
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure expm1()
expm1
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure log()
log
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure log1p()
log1p
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure log10()
public DerivativeStructure cos()
cos
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure sin()
sin
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure tan()
tan
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure acos()
acos
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure asin()
asin
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure atan()
atan
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure atan2(DerivativeStructure x)
atan2
in interface RealFieldElement<DerivativeStructure>
x
- second argument of the arc tangentpublic static DerivativeStructure atan2(DerivativeStructure y, DerivativeStructure x)
y
- first argument of the arc tangentx
- second argument of the arc tangentDimensionMismatchException
- if number of free parameters or orders are inconsistentpublic DerivativeStructure cosh()
cosh
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure sinh()
sinh
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure tanh()
tanh
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure acosh()
acosh
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure asinh()
asinh
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure atanh()
atanh
in interface RealFieldElement<DerivativeStructure>
public DerivativeStructure toDegrees()
public DerivativeStructure toRadians()
public double taylor(double... delta)
delta
- parameters offsets (Δx, Δy, ...)public DerivativeStructure linearCombination(DerivativeStructure[] a, DerivativeStructure[] b)
linearCombination
in interface RealFieldElement<DerivativeStructure>
a
- Factors.b
- Factors.Σi ai bi
.DimensionMismatchException
- if number of free parameters
or orders do not matchpublic DerivativeStructure linearCombination(double[] a, DerivativeStructure[] b)
linearCombination
in interface RealFieldElement<DerivativeStructure>
a
- Factors.b
- Factors.Σi ai bi
.DimensionMismatchException
- if number of free parameters
or orders do not matchpublic DerivativeStructure linearCombination(DerivativeStructure a1, DerivativeStructure b1, DerivativeStructure a2, DerivativeStructure b2)
linearCombination
in interface RealFieldElement<DerivativeStructure>
a1
- first factor of the first termb1
- second factor of the first terma2
- first factor of the second termb2
- second factor of the second termDimensionMismatchException
- if number of free parameters
or orders do not matchRealFieldElement.linearCombination(Object, Object, Object, Object, Object, Object)
,
RealFieldElement.linearCombination(Object, Object, Object, Object, Object, Object, Object, Object)
public DerivativeStructure linearCombination(double a1, DerivativeStructure b1, double a2, DerivativeStructure b2)
linearCombination
in interface RealFieldElement<DerivativeStructure>
a1
- first factor of the first termb1
- second factor of the first terma2
- first factor of the second termb2
- second factor of the second termDimensionMismatchException
- if number of free parameters
or orders do not matchRealFieldElement.linearCombination(double, Object, double, Object, double, Object)
,
RealFieldElement.linearCombination(double, Object, double, Object, double, Object, double, Object)
public DerivativeStructure linearCombination(DerivativeStructure a1, DerivativeStructure b1, DerivativeStructure a2, DerivativeStructure b2, DerivativeStructure a3, DerivativeStructure b3)
linearCombination
in interface RealFieldElement<DerivativeStructure>
a1
- first factor of the first termb1
- second factor of the first terma2
- first factor of the second termb2
- second factor of the second terma3
- first factor of the third termb3
- second factor of the third termDimensionMismatchException
- if number of free parameters
or orders do not matchRealFieldElement.linearCombination(Object, Object, Object, Object)
,
RealFieldElement.linearCombination(Object, Object, Object, Object, Object, Object, Object, Object)
public DerivativeStructure linearCombination(double a1, DerivativeStructure b1, double a2, DerivativeStructure b2, double a3, DerivativeStructure b3)
linearCombination
in interface RealFieldElement<DerivativeStructure>
a1
- first factor of the first termb1
- second factor of the first terma2
- first factor of the second termb2
- second factor of the second terma3
- first factor of the third termb3
- second factor of the third termDimensionMismatchException
- if number of free parameters
or orders do not matchRealFieldElement.linearCombination(double, Object, double, Object)
,
RealFieldElement.linearCombination(double, Object, double, Object, double, Object, double, Object)
public DerivativeStructure linearCombination(DerivativeStructure a1, DerivativeStructure b1, DerivativeStructure a2, DerivativeStructure b2, DerivativeStructure a3, DerivativeStructure b3, DerivativeStructure a4, DerivativeStructure b4)
linearCombination
in interface RealFieldElement<DerivativeStructure>
a1
- first factor of the first termb1
- second factor of the first terma2
- first factor of the second termb2
- second factor of the second terma3
- first factor of the third termb3
- second factor of the third terma4
- first factor of the third termb4
- second factor of the third termDimensionMismatchException
- if number of free parameters
or orders do not matchRealFieldElement.linearCombination(Object, Object, Object, Object)
,
RealFieldElement.linearCombination(Object, Object, Object, Object, Object, Object)
public DerivativeStructure linearCombination(double a1, DerivativeStructure b1, double a2, DerivativeStructure b2, double a3, DerivativeStructure b3, double a4, DerivativeStructure b4)
linearCombination
in interface RealFieldElement<DerivativeStructure>
a1
- first factor of the first termb1
- second factor of the first terma2
- first factor of the second termb2
- second factor of the second terma3
- first factor of the third termb3
- second factor of the third terma4
- first factor of the third termb4
- second factor of the third termDimensionMismatchException
- if number of free parameters
or orders do not matchRealFieldElement.linearCombination(double, Object, double, Object)
,
RealFieldElement.linearCombination(double, Object, double, Object, double, Object)
public boolean equals(Object other)
Derivative structures are considered equal if they have the same number of free parameters, the same derivation order, and the same derivatives.
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