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.
 

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 differentiation 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 differentiate a simple UnivariateFunction and get a UnivariateDifferentiableFunction.

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



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