See: Description
| 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 | 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.
|
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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