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package org.apache.commons.nabla.differences; |
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import org.apache.commons.nabla.core.DifferentialPair; |
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import org.apache.commons.nabla.core.UnivariateDerivative; |
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import org.apache.commons.nabla.core.UnivariateDifferentiable; |
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| 27 | 3291 | public class EightPointsScheme extends FiniteDifferencesDifferentiator { |
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private static final long serialVersionUID = 3498050520014763473L; |
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private final double denominator; |
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public EightPointsScheme(final double h) { |
| 39 | 2971 | super(h, -h * h * h * h * h * h * h * h / 630, 9); |
| 40 | 2971 | denominator = 840 * h; |
| 41 | 2971 | } |
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public UnivariateDerivative differentiate(final UnivariateDifferentiable d) { |
| 45 | 2971 | return new UnivariateDerivative() { |
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public UnivariateDifferentiable getPrimitive() { |
| 47 | 1 | return d; |
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} |
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public DifferentialPair f(final DifferentialPair t) { |
| 50 | 3291 | final double h = getStepSize(); |
| 51 | 3291 | final double u0 = t.getValue(); |
| 52 | 3291 | final double ft = d.f(u0); |
| 53 | 3291 | final double d1 = d.f(u0 + h) - d.f(u0 - h); |
| 54 | 3291 | final double d2 = d.f(u0 + 2 * h) - d.f(u0 - 2 * h); |
| 55 | 3291 | final double d3 = d.f(u0 + 3 * h) - d.f(u0 - 3 * h); |
| 56 | 3291 | final double d4 = d.f(u0 + 4 * h) - d.f(u0 - 4 * h); |
| 57 | 3291 | return new DifferentialPair(ft, t.getFirstDerivative() * (-3 * d4 + 32 * d3 - 168 * d2 + 672 * d1) / denominator); |
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} |
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}; |
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} |
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} |