diff --git a/src/main/java/org/apache/commons/math3/analysis/differentiation/JacobianFunction.java b/src/main/java/org/apache/commons/math3/analysis/differentiation/JacobianFunction.java new file mode 100644 index 000000000..07b13d570 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/analysis/differentiation/JacobianFunction.java @@ -0,0 +1,71 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ +package org.apache.commons.math3.analysis.differentiation; + +import org.apache.commons.math3.analysis.MultivariateMatrixFunction; + +/** Class representing the Jacobian of a multivariate vector function. + *

+ * The rows iterate on the model functions while the columns iterate on the parameters; thus, + * the numbers of rows is equal to the dimension of the underlying function vector + * value and the number of columns is equal to the number of free parameters of + * the underlying function. + *

+ * @version $Id$ + * @since 3.1 + */ +public class JacobianFunction implements MultivariateMatrixFunction { + + /** Underlying vector-valued function. */ + private final MultivariateDifferentiableVectorFunction f; + + /** Simple constructor. + * @param f underlying vector-valued function + */ + public JacobianFunction(final MultivariateDifferentiableVectorFunction f) { + this.f = f; + } + + /** {@inheritDoc} */ + public double[][] value(double[] point) + throws IllegalArgumentException { + + // set up parameters + final DerivativeStructure[] dsX = new DerivativeStructure[point.length]; + for (int i = 0; i < point.length; ++i) { + dsX[i] = new DerivativeStructure(point.length, 1, i, point[i]); + } + + // compute the derivatives + final DerivativeStructure[] dsY = f.value(dsX); + + // extract the Jacobian + final double[][] y = new double[dsY.length][point.length]; + final int[] orders = new int[point.length]; + for (int i = 0; i < dsY.length; ++i) { + for (int j = 0; j < point.length; ++j) { + orders[j] = 1; + y[i][j] = dsY[i].getPartialDerivative(orders); + orders[j] = 0; + } + } + + return y; + + } + +} diff --git a/src/test/java/org/apache/commons/math3/analysis/differentiation/JacobianFunctionTest.java b/src/test/java/org/apache/commons/math3/analysis/differentiation/JacobianFunctionTest.java new file mode 100644 index 000000000..ecfda347b --- /dev/null +++ b/src/test/java/org/apache/commons/math3/analysis/differentiation/JacobianFunctionTest.java @@ -0,0 +1,96 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.commons.math3.analysis.differentiation; + +import junit.framework.Assert; + +import org.apache.commons.math3.TestUtils; +import org.apache.commons.math3.util.FastMath; +import org.junit.Test; + + +/** + * Test for class {@link JacobianFunction}. + */ +public class JacobianFunctionTest { + + @Test + public void testSphere() { + SphereMapping f = new SphereMapping(10.0); + JacobianFunction j = new JacobianFunction(f); + for (double latitude = -1.5; latitude < 1.5; latitude += 0.1) { + for (double longitude = -3.1; longitude < 3.1; longitude += 0.1) { + double[] point = new double[] { latitude, longitude }; + double[][] referenceJacobian = f.jacobian(point); + double[][] testJacobian = j.value(point); + Assert.assertEquals(referenceJacobian.length, testJacobian.length); + for (int i = 0; i < 3; ++i) { + TestUtils.assertEquals(referenceJacobian[i], testJacobian[i], 2.0e-15); + } + } + } + } + + /* Maps (latitude, longitude) to (x, y, z) */ + private static class SphereMapping implements MultivariateDifferentiableVectorFunction { + + private final double radius; + + public SphereMapping(final double radius) { + this.radius = radius; + } + + public double[] value(double[] point) { + final double cLat = FastMath.cos(point[0]); + final double sLat = FastMath.sin(point[0]); + final double cLon = FastMath.cos(point[1]); + final double sLon = FastMath.sin(point[1]); + return new double[] { + radius * cLon * cLat, + radius * sLon * cLat, + radius * sLat + }; + } + + public DerivativeStructure[] value(DerivativeStructure[] point) { + final DerivativeStructure cLat = point[0].cos(); + final DerivativeStructure sLat = point[0].sin(); + final DerivativeStructure cLon = point[1].cos(); + final DerivativeStructure sLon = point[1].sin(); + return new DerivativeStructure[] { + cLon.multiply(cLat).multiply(radius), + sLon.multiply(cLat).multiply(radius), + sLat.multiply(radius) + }; + } + + public double[][] jacobian(double[] point) { + final double cLat = FastMath.cos(point[0]); + final double sLat = FastMath.sin(point[0]); + final double cLon = FastMath.cos(point[1]); + final double sLon = FastMath.sin(point[1]); + return new double[][] { + { -radius * cLon * sLat, -radius * sLon * cLat }, + { -radius * sLon * sLat, radius * cLon * cLat }, + { radius * cLat, 0 } + }; + } + + } + +}