Package org.apache.commons.math4.legacy.analysis.differentiation

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.

Interface Summary

Interface	Description
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

Class	Description
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.
SparseGradient	First derivative computation with large number of variables.