Here's my idea for approximating derivatives. It follows the decorator layout of commons-collections. The main interface point is the UnivariateRealFunctionUtils type which is responisble for creating decorated UnivariateRealFunction objects. To demostrate the how the decorators could be used, I added the UnivariateRealFunctionUtilsTest class which computes a local maximum of a function using derivative decorators and the default solver.
git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk/src/experimental@141043 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
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/* ====================================================================
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* The Apache Software License, Version 1.1
|
||||||
|
*
|
||||||
|
* Copyright (c) 2003 The Apache Software Foundation. All rights
|
||||||
|
* reserved.
|
||||||
|
*
|
||||||
|
* Redistribution and use in source and binary forms, with or without
|
||||||
|
* modification, are permitted provided that the following conditions
|
||||||
|
* are met:
|
||||||
|
*
|
||||||
|
* 1. Redistributions of source code must retain the above copyright
|
||||||
|
* notice, this list of conditions and the following disclaimer.
|
||||||
|
*
|
||||||
|
* 2. Redistributions in binary form must reproduce the above copyright
|
||||||
|
* notice, this list of conditions and the following disclaimer in
|
||||||
|
* the documentation and/or other materials provided with the
|
||||||
|
* distribution.
|
||||||
|
*
|
||||||
|
* 3. The end-user documentation included with the redistribution, if
|
||||||
|
* any, must include the following acknowledgement:
|
||||||
|
* "This product includes software developed by the
|
||||||
|
* Apache Software Foundation (http://www.apache.org/)."
|
||||||
|
* Alternately, this acknowledgement may appear in the software itself,
|
||||||
|
* if and wherever such third-party acknowledgements normally appear.
|
||||||
|
*
|
||||||
|
* 4. The names "The Jakarta Project", "Commons", and "Apache Software
|
||||||
|
* Foundation" must not be used to endorse or promote products derived
|
||||||
|
* from this software without prior written permission. For written
|
||||||
|
* permission, please contact apache@apache.org.
|
||||||
|
*
|
||||||
|
* 5. Products derived from this software may not be called "Apache"
|
||||||
|
* nor may "Apache" appear in their name without prior written
|
||||||
|
* permission of the Apache Software Foundation.
|
||||||
|
*
|
||||||
|
* THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
|
||||||
|
* WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
|
||||||
|
* OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
|
||||||
|
* DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
|
||||||
|
* ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
|
||||||
|
* SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
|
||||||
|
* LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
|
||||||
|
* USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
|
||||||
|
* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
|
||||||
|
* OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
|
||||||
|
* OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
|
||||||
|
* SUCH DAMAGE.
|
||||||
|
* ====================================================================
|
||||||
|
*
|
||||||
|
* This software consists of voluntary contributions made by many
|
||||||
|
* individuals on behalf of the Apache Software Foundation. For more
|
||||||
|
* information on the Apache Software Foundation, please see
|
||||||
|
* <http://www.apache.org/>.
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||||||
|
*/
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|
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|
package org.apache.commons.math.analysis;
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|
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/**
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* @todo add javadoc comment
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* @version $Revision: 1.1 $ $Date: 2003/11/22 05:59:31 $
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|
*/
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public abstract class UnivariateRealFunctionProxy
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implements UnivariateRealFunction {
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private UnivariateRealFunction function;
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/**
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* @todo add javadoc comment
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|
*/
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public UnivariateRealFunctionProxy(UnivariateRealFunction function) {
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super();
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setFunction(function);
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}
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/**
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* @todo add javadoc comment
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*/
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protected UnivariateRealFunction getFunction() {
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return function;
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}
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/**
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* @todo add javadoc comment
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*/
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private void setFunction(UnivariateRealFunction function) {
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this.function = function;
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}
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}
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|
/* ====================================================================
|
||||||
|
* The Apache Software License, Version 1.1
|
||||||
|
*
|
||||||
|
* Copyright (c) 2003 The Apache Software Foundation. All rights
|
||||||
|
* reserved.
|
||||||
|
*
|
||||||
|
* Redistribution and use in source and binary forms, with or without
|
||||||
|
* modification, are permitted provided that the following conditions
|
||||||
|
* are met:
|
||||||
|
*
|
||||||
|
* 1. Redistributions of source code must retain the above copyright
|
||||||
|
* notice, this list of conditions and the following disclaimer.
|
||||||
|
*
|
||||||
|
* 2. Redistributions in binary form must reproduce the above copyright
|
||||||
|
* notice, this list of conditions and the following disclaimer in
|
||||||
|
* the documentation and/or other materials provided with the
|
||||||
|
* distribution.
|
||||||
|
*
|
||||||
|
* 3. The end-user documentation included with the redistribution, if
|
||||||
|
* any, must include the following acknowledgement:
|
||||||
|
* "This product includes software developed by the
|
||||||
|
* Apache Software Foundation (http://www.apache.org/)."
|
||||||
|
* Alternately, this acknowledgement may appear in the software itself,
|
||||||
|
* if and wherever such third-party acknowledgements normally appear.
|
||||||
|
*
|
||||||
|
* 4. The names "The Jakarta Project", "Commons", and "Apache Software
|
||||||
|
* Foundation" must not be used to endorse or promote products derived
|
||||||
|
* from this software without prior written permission. For written
|
||||||
|
* permission, please contact apache@apache.org.
|
||||||
|
*
|
||||||
|
* 5. Products derived from this software may not be called "Apache"
|
||||||
|
* nor may "Apache" appear in their name without prior written
|
||||||
|
* permission of the Apache Software Foundation.
|
||||||
|
*
|
||||||
|
* THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
|
||||||
|
* WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
|
||||||
|
* OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
|
||||||
|
* DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
|
||||||
|
* ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
|
||||||
|
* SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
|
||||||
|
* LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
|
||||||
|
* USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
|
||||||
|
* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
|
||||||
|
* OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
|
||||||
|
* OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
|
||||||
|
* SUCH DAMAGE.
|
||||||
|
* ====================================================================
|
||||||
|
*
|
||||||
|
* This software consists of voluntary contributions made by many
|
||||||
|
* individuals on behalf of the Apache Software Foundation. For more
|
||||||
|
* information on the Apache Software Foundation, please see
|
||||||
|
* <http://www.apache.org/>.
|
||||||
|
*/
|
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|
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package org.apache.commons.math.analysis;
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import org.apache.commons.math.analysis.derivative.BackwardDifferenceDerivative;
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import org.apache.commons.math.analysis.derivative.CenterDifferenceDerivative;
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import org.apache.commons.math.analysis.derivative.ForwardDifferenceDerivative;
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/**
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* @todo add javadoc comment
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|
* @version $Revision: 1.1 $ $Date: 2003/11/22 05:59:31 $
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|
*/
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public class UnivariateRealFunctionUtils {
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/**
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* @todo add javadoc comment
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*/
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private UnivariateRealFunctionUtils() {
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super();
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}
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public static UnivariateRealFunction backwardDifferenceDerivative(UnivariateRealFunction function, double delta) {
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return BackwardDifferenceDerivative.decorate(function, delta);
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}
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public static UnivariateRealFunction centerDifferenceDerivative(UnivariateRealFunction function, double delta) {
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return CenterDifferenceDerivative.decorate(function, delta);
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}
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public static UnivariateRealFunction forwardDifferenceDerivative(UnivariateRealFunction function, double delta) {
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return ForwardDifferenceDerivative.decorate(function, delta);
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}
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}
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|
/* ====================================================================
|
||||||
|
* The Apache Software License, Version 1.1
|
||||||
|
*
|
||||||
|
* Copyright (c) 2003 The Apache Software Foundation. All rights
|
||||||
|
* reserved.
|
||||||
|
*
|
||||||
|
* Redistribution and use in source and binary forms, with or without
|
||||||
|
* modification, are permitted provided that the following conditions
|
||||||
|
* are met:
|
||||||
|
*
|
||||||
|
* 1. Redistributions of source code must retain the above copyright
|
||||||
|
* notice, this list of conditions and the following disclaimer.
|
||||||
|
*
|
||||||
|
* 2. Redistributions in binary form must reproduce the above copyright
|
||||||
|
* notice, this list of conditions and the following disclaimer in
|
||||||
|
* the documentation and/or other materials provided with the
|
||||||
|
* distribution.
|
||||||
|
*
|
||||||
|
* 3. The end-user documentation included with the redistribution, if
|
||||||
|
* any, must include the following acknowledgement:
|
||||||
|
* "This product includes software developed by the
|
||||||
|
* Apache Software Foundation (http://www.apache.org/)."
|
||||||
|
* Alternately, this acknowledgement may appear in the software itself,
|
||||||
|
* if and wherever such third-party acknowledgements normally appear.
|
||||||
|
*
|
||||||
|
* 4. The names "The Jakarta Project", "Commons", and "Apache Software
|
||||||
|
* Foundation" must not be used to endorse or promote products derived
|
||||||
|
* from this software without prior written permission. For written
|
||||||
|
* permission, please contact apache@apache.org.
|
||||||
|
*
|
||||||
|
* 5. Products derived from this software may not be called "Apache"
|
||||||
|
* nor may "Apache" appear in their name without prior written
|
||||||
|
* permission of the Apache Software Foundation.
|
||||||
|
*
|
||||||
|
* THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
|
||||||
|
* WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
|
||||||
|
* OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
|
||||||
|
* DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
|
||||||
|
* ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
|
||||||
|
* SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
|
||||||
|
* LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
|
||||||
|
* USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
|
||||||
|
* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
|
||||||
|
* OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
|
||||||
|
* OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
|
||||||
|
* SUCH DAMAGE.
|
||||||
|
* ====================================================================
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||||||
|
*
|
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|
* This software consists of voluntary contributions made by many
|
||||||
|
* individuals on behalf of the Apache Software Foundation. For more
|
||||||
|
* information on the Apache Software Foundation, please see
|
||||||
|
* <http://www.apache.org/>.
|
||||||
|
*/
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package org.apache.commons.math.analysis;
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import junit.framework.TestCase;
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/**
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* @todo add javadoc comment
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* @version $Revision: 1.1 $ $Date: 2003/11/22 05:59:31 $
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*/
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public class UnivariateRealFunctionUtilsTest extends TestCase {
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/**
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*
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*/
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public void testLocalMaximumCentered() {
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UnivariateRealFunction function = new SinFunction();
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UnivariateRealFunction derivative = UnivariateRealFunctionUtils.centerDifferenceDerivative(function, 1.0e-5);
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testLocalMaximum(derivative);
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}
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/**
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*
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*/
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public void testLocalMaximumForward() {
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UnivariateRealFunction function = new SinFunction();
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UnivariateRealFunction derivative = UnivariateRealFunctionUtils.forwardDifferenceDerivative(function, 1.0e-5);
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testLocalMaximum(derivative);
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}
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/**
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*
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*/
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public void testLocalMaximumBackward() {
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UnivariateRealFunction function = new SinFunction();
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UnivariateRealFunction derivative = UnivariateRealFunctionUtils.backwardDifferenceDerivative(function, 1.0e-5);
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testLocalMaximum(derivative);
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}
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/**
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* Find a local extrema, i.e. f'(x) = 0.
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*/
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private void testLocalMaximum(UnivariateRealFunction derivative) {
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try {
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double maximum = UnivariateRealSolverUtils.solve(derivative, Math.PI / 3.0, Math.PI * 2.0 / 3.0);
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|
assertEquals(maximum, Math.PI / 2.0, 1.0e-5);
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} catch (Exception ex) {
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fail(ex.getMessage());
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}
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}
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}
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@ -0,0 +1,83 @@
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|
/* ====================================================================
|
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|
* The Apache Software License, Version 1.1
|
||||||
|
*
|
||||||
|
* Copyright (c) 2003 The Apache Software Foundation. All rights
|
||||||
|
* reserved.
|
||||||
|
*
|
||||||
|
* Redistribution and use in source and binary forms, with or without
|
||||||
|
* modification, are permitted provided that the following conditions
|
||||||
|
* are met:
|
||||||
|
*
|
||||||
|
* 1. Redistributions of source code must retain the above copyright
|
||||||
|
* notice, this list of conditions and the following disclaimer.
|
||||||
|
*
|
||||||
|
* 2. Redistributions in binary form must reproduce the above copyright
|
||||||
|
* notice, this list of conditions and the following disclaimer in
|
||||||
|
* the documentation and/or other materials provided with the
|
||||||
|
* distribution.
|
||||||
|
*
|
||||||
|
* 3. The end-user documentation included with the redistribution, if
|
||||||
|
* any, must include the following acknowledgement:
|
||||||
|
* "This product includes software developed by the
|
||||||
|
* Apache Software Foundation (http://www.apache.org/)."
|
||||||
|
* Alternately, this acknowledgement may appear in the software itself,
|
||||||
|
* if and wherever such third-party acknowledgements normally appear.
|
||||||
|
*
|
||||||
|
* 4. The names "The Jakarta Project", "Commons", and "Apache Software
|
||||||
|
* Foundation" must not be used to endorse or promote products derived
|
||||||
|
* from this software without prior written permission. For written
|
||||||
|
* permission, please contact apache@apache.org.
|
||||||
|
*
|
||||||
|
* 5. Products derived from this software may not be called "Apache"
|
||||||
|
* nor may "Apache" appear in their name without prior written
|
||||||
|
* permission of the Apache Software Foundation.
|
||||||
|
*
|
||||||
|
* THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
|
||||||
|
* WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
|
||||||
|
* OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
|
||||||
|
* DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
|
||||||
|
* ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
|
||||||
|
* SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
|
||||||
|
* LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
|
||||||
|
* USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
|
||||||
|
* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
|
||||||
|
* OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
|
||||||
|
* OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
|
||||||
|
* SUCH DAMAGE.
|
||||||
|
* ====================================================================
|
||||||
|
*
|
||||||
|
* This software consists of voluntary contributions made by many
|
||||||
|
* individuals on behalf of the Apache Software Foundation. For more
|
||||||
|
* information on the Apache Software Foundation, please see
|
||||||
|
* <http://www.apache.org/>.
|
||||||
|
*/
|
||||||
|
|
||||||
|
package org.apache.commons.math.analysis.derivative;
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import org.apache.commons.math.analysis.UnivariateRealFunction;
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import org.apache.commons.math.analysis.UnivariateRealFunctionProxy;
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||||||
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|
/**
|
||||||
|
* @todo add javadoc comment
|
||||||
|
* @version $Revision: 1.1 $ $Date: 2003/11/22 05:59:31 $
|
||||||
|
*/
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||||||
|
public abstract class AbstractDifferenceDerivative extends UnivariateRealFunctionProxy implements UnivariateRealFunction {
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||||||
|
/** */
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private double delta;
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||||||
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||||||
|
/**
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||||||
|
* @todo add javadoc comment
|
||||||
|
*/
|
||||||
|
public AbstractDifferenceDerivative(UnivariateRealFunction function, double h) {
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||||||
|
super(function);
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||||||
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setDelta(h);
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||||||
|
}
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||||||
|
|
||||||
|
private void setDelta(double h) {
|
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|
this.delta = h;
|
||||||
|
}
|
||||||
|
|
||||||
|
protected double getDelta() {
|
||||||
|
return delta;
|
||||||
|
}
|
||||||
|
}
|
|
@ -0,0 +1,88 @@
|
||||||
|
/* ====================================================================
|
||||||
|
* The Apache Software License, Version 1.1
|
||||||
|
*
|
||||||
|
* Copyright (c) 2003 The Apache Software Foundation. All rights
|
||||||
|
* reserved.
|
||||||
|
*
|
||||||
|
* Redistribution and use in source and binary forms, with or without
|
||||||
|
* modification, are permitted provided that the following conditions
|
||||||
|
* are met:
|
||||||
|
*
|
||||||
|
* 1. Redistributions of source code must retain the above copyright
|
||||||
|
* notice, this list of conditions and the following disclaimer.
|
||||||
|
*
|
||||||
|
* 2. Redistributions in binary form must reproduce the above copyright
|
||||||
|
* notice, this list of conditions and the following disclaimer in
|
||||||
|
* the documentation and/or other materials provided with the
|
||||||
|
* distribution.
|
||||||
|
*
|
||||||
|
* 3. The end-user documentation included with the redistribution, if
|
||||||
|
* any, must include the following acknowledgement:
|
||||||
|
* "This product includes software developed by the
|
||||||
|
* Apache Software Foundation (http://www.apache.org/)."
|
||||||
|
* Alternately, this acknowledgement may appear in the software itself,
|
||||||
|
* if and wherever such third-party acknowledgements normally appear.
|
||||||
|
*
|
||||||
|
* 4. The names "The Jakarta Project", "Commons", and "Apache Software
|
||||||
|
* Foundation" must not be used to endorse or promote products derived
|
||||||
|
* from this software without prior written permission. For written
|
||||||
|
* permission, please contact apache@apache.org.
|
||||||
|
*
|
||||||
|
* 5. Products derived from this software may not be called "Apache"
|
||||||
|
* nor may "Apache" appear in their name without prior written
|
||||||
|
* permission of the Apache Software Foundation.
|
||||||
|
*
|
||||||
|
* THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
|
||||||
|
* WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
|
||||||
|
* OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
|
||||||
|
* DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
|
||||||
|
* ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
|
||||||
|
* SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
|
||||||
|
* LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
|
||||||
|
* USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
|
||||||
|
* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
|
||||||
|
* OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
|
||||||
|
* OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
|
||||||
|
* SUCH DAMAGE.
|
||||||
|
* ====================================================================
|
||||||
|
*
|
||||||
|
* This software consists of voluntary contributions made by many
|
||||||
|
* individuals on behalf of the Apache Software Foundation. For more
|
||||||
|
* information on the Apache Software Foundation, please see
|
||||||
|
* <http://www.apache.org/>.
|
||||||
|
*/
|
||||||
|
|
||||||
|
package org.apache.commons.math.analysis.derivative;
|
||||||
|
|
||||||
|
import org.apache.commons.math.MathException;
|
||||||
|
import org.apache.commons.math.analysis.UnivariateRealFunction;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @todo add javadoc comment
|
||||||
|
* @version $Revision: 1.1 $ $Date: 2003/11/22 05:59:31 $
|
||||||
|
*/
|
||||||
|
public class BackwardDifferenceDerivative extends AbstractDifferenceDerivative {
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @todo add javadoc comment
|
||||||
|
*/
|
||||||
|
public BackwardDifferenceDerivative(UnivariateRealFunction function, double h) {
|
||||||
|
super(function, h);
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @todo add javadoc comment
|
||||||
|
*/
|
||||||
|
public double value(double x) throws MathException {
|
||||||
|
UnivariateRealFunction f = getFunction();
|
||||||
|
double h = getDelta();
|
||||||
|
return (f.value(x) - f.value(x - h)) / h;
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
*
|
||||||
|
*/
|
||||||
|
public static UnivariateRealFunction decorate(UnivariateRealFunction function, double h) {
|
||||||
|
return new BackwardDifferenceDerivative(function, h);
|
||||||
|
}
|
||||||
|
}
|
|
@ -0,0 +1,89 @@
|
||||||
|
/* ====================================================================
|
||||||
|
* The Apache Software License, Version 1.1
|
||||||
|
*
|
||||||
|
* Copyright (c) 2003 The Apache Software Foundation. All rights
|
||||||
|
* reserved.
|
||||||
|
*
|
||||||
|
* Redistribution and use in source and binary forms, with or without
|
||||||
|
* modification, are permitted provided that the following conditions
|
||||||
|
* are met:
|
||||||
|
*
|
||||||
|
* 1. Redistributions of source code must retain the above copyright
|
||||||
|
* notice, this list of conditions and the following disclaimer.
|
||||||
|
*
|
||||||
|
* 2. Redistributions in binary form must reproduce the above copyright
|
||||||
|
* notice, this list of conditions and the following disclaimer in
|
||||||
|
* the documentation and/or other materials provided with the
|
||||||
|
* distribution.
|
||||||
|
*
|
||||||
|
* 3. The end-user documentation included with the redistribution, if
|
||||||
|
* any, must include the following acknowledgement:
|
||||||
|
* "This product includes software developed by the
|
||||||
|
* Apache Software Foundation (http://www.apache.org/)."
|
||||||
|
* Alternately, this acknowledgement may appear in the software itself,
|
||||||
|
* if and wherever such third-party acknowledgements normally appear.
|
||||||
|
*
|
||||||
|
* 4. The names "The Jakarta Project", "Commons", and "Apache Software
|
||||||
|
* Foundation" must not be used to endorse or promote products derived
|
||||||
|
* from this software without prior written permission. For written
|
||||||
|
* permission, please contact apache@apache.org.
|
||||||
|
*
|
||||||
|
* 5. Products derived from this software may not be called "Apache"
|
||||||
|
* nor may "Apache" appear in their name without prior written
|
||||||
|
* permission of the Apache Software Foundation.
|
||||||
|
*
|
||||||
|
* THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
|
||||||
|
* WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
|
||||||
|
* OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
|
||||||
|
* DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
|
||||||
|
* ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
|
||||||
|
* SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
|
||||||
|
* LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
|
||||||
|
* USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
|
||||||
|
* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
|
||||||
|
* OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
|
||||||
|
* OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
|
||||||
|
* SUCH DAMAGE.
|
||||||
|
* ====================================================================
|
||||||
|
*
|
||||||
|
* This software consists of voluntary contributions made by many
|
||||||
|
* individuals on behalf of the Apache Software Foundation. For more
|
||||||
|
* information on the Apache Software Foundation, please see
|
||||||
|
* <http://www.apache.org/>.
|
||||||
|
*/
|
||||||
|
|
||||||
|
package org.apache.commons.math.analysis.derivative;
|
||||||
|
|
||||||
|
import org.apache.commons.math.MathException;
|
||||||
|
import org.apache.commons.math.analysis.UnivariateRealFunction;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @todo add javadoc comment
|
||||||
|
* @version $Revision: 1.1 $ $Date: 2003/11/22 05:59:31 $
|
||||||
|
*/
|
||||||
|
public class CenterDifferenceDerivative extends AbstractDifferenceDerivative {
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @todo add javadoc comment
|
||||||
|
*/
|
||||||
|
public CenterDifferenceDerivative(UnivariateRealFunction function, double h) {
|
||||||
|
super(function, h);
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @todo add javadoc comment
|
||||||
|
*/
|
||||||
|
public double value(double x) throws MathException {
|
||||||
|
UnivariateRealFunction f = getFunction();
|
||||||
|
double h2 = getDelta();
|
||||||
|
double h = h2 * .5;
|
||||||
|
return (f.value(x + h) - f.value(x - h)) / h2;
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
*
|
||||||
|
*/
|
||||||
|
public static UnivariateRealFunction decorate(UnivariateRealFunction function, double h) {
|
||||||
|
return new CenterDifferenceDerivative(function, h);
|
||||||
|
}
|
||||||
|
}
|
|
@ -0,0 +1,88 @@
|
||||||
|
/* ====================================================================
|
||||||
|
* The Apache Software License, Version 1.1
|
||||||
|
*
|
||||||
|
* Copyright (c) 2003 The Apache Software Foundation. All rights
|
||||||
|
* reserved.
|
||||||
|
*
|
||||||
|
* Redistribution and use in source and binary forms, with or without
|
||||||
|
* modification, are permitted provided that the following conditions
|
||||||
|
* are met:
|
||||||
|
*
|
||||||
|
* 1. Redistributions of source code must retain the above copyright
|
||||||
|
* notice, this list of conditions and the following disclaimer.
|
||||||
|
*
|
||||||
|
* 2. Redistributions in binary form must reproduce the above copyright
|
||||||
|
* notice, this list of conditions and the following disclaimer in
|
||||||
|
* the documentation and/or other materials provided with the
|
||||||
|
* distribution.
|
||||||
|
*
|
||||||
|
* 3. The end-user documentation included with the redistribution, if
|
||||||
|
* any, must include the following acknowledgement:
|
||||||
|
* "This product includes software developed by the
|
||||||
|
* Apache Software Foundation (http://www.apache.org/)."
|
||||||
|
* Alternately, this acknowledgement may appear in the software itself,
|
||||||
|
* if and wherever such third-party acknowledgements normally appear.
|
||||||
|
*
|
||||||
|
* 4. The names "The Jakarta Project", "Commons", and "Apache Software
|
||||||
|
* Foundation" must not be used to endorse or promote products derived
|
||||||
|
* from this software without prior written permission. For written
|
||||||
|
* permission, please contact apache@apache.org.
|
||||||
|
*
|
||||||
|
* 5. Products derived from this software may not be called "Apache"
|
||||||
|
* nor may "Apache" appear in their name without prior written
|
||||||
|
* permission of the Apache Software Foundation.
|
||||||
|
*
|
||||||
|
* THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
|
||||||
|
* WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
|
||||||
|
* OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
|
||||||
|
* DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
|
||||||
|
* ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
|
||||||
|
* SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
|
||||||
|
* LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
|
||||||
|
* USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
|
||||||
|
* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
|
||||||
|
* OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
|
||||||
|
* OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
|
||||||
|
* SUCH DAMAGE.
|
||||||
|
* ====================================================================
|
||||||
|
*
|
||||||
|
* This software consists of voluntary contributions made by many
|
||||||
|
* individuals on behalf of the Apache Software Foundation. For more
|
||||||
|
* information on the Apache Software Foundation, please see
|
||||||
|
* <http://www.apache.org/>.
|
||||||
|
*/
|
||||||
|
|
||||||
|
package org.apache.commons.math.analysis.derivative;
|
||||||
|
|
||||||
|
import org.apache.commons.math.MathException;
|
||||||
|
import org.apache.commons.math.analysis.UnivariateRealFunction;
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @todo add javadoc comment
|
||||||
|
* @version $Revision: 1.1 $ $Date: 2003/11/22 05:59:31 $
|
||||||
|
*/
|
||||||
|
public class ForwardDifferenceDerivative extends AbstractDifferenceDerivative {
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @todo add javadoc comment
|
||||||
|
*/
|
||||||
|
public ForwardDifferenceDerivative(UnivariateRealFunction function, double h) {
|
||||||
|
super(function, h);
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* @todo add javadoc comment
|
||||||
|
*/
|
||||||
|
public double value(double x) throws MathException {
|
||||||
|
UnivariateRealFunction f = getFunction();
|
||||||
|
double h = getDelta();
|
||||||
|
return (f.value(x + h) - f.value(x)) / h;
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
*
|
||||||
|
*/
|
||||||
|
public static UnivariateRealFunction decorate(UnivariateRealFunction function, double h) {
|
||||||
|
return new ForwardDifferenceDerivative(function, h);
|
||||||
|
}
|
||||||
|
}
|
|
@ -14,6 +14,6 @@ package org.apache.commons.math.linear;
|
||||||
*/
|
*/
|
||||||
public interface Decomposer {
|
public interface Decomposer {
|
||||||
|
|
||||||
Decomposition decompose(RealMatrix);
|
Decomposition decompose(RealMatrix matrix);
|
||||||
|
|
||||||
}
|
}
|
||||||
|
|
Loading…
Reference in New Issue