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 ofMultivariateFunction
representing a multivariate differentiable real function.MultivariateDifferentiableVectorFunction Extension ofMultivariateVectorFunction
representing a multivariate differentiable vectorial function.UnivariateDifferentiableFunction Interface for univariate functions derivatives.UnivariateDifferentiableMatrixFunction Extension ofUnivariateMatrixFunction
representing a univariate differentiable matrix function.UnivariateDifferentiableVectorFunction Extension ofUnivariateVectorFunction
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.