| Classes in this File | Line Coverage | Branch Coverage | Complexity | ||||
| TwoPointsScheme |
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| 1.0;1 | ||||
| TwoPointsScheme$1 |
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| 1.0;1 |
| 1 | /* | |
| 2 | * Licensed to the Apache Software Foundation (ASF) under one or more | |
| 3 | * contributor license agreements. See the NOTICE file distributed with | |
| 4 | * this work for additional information regarding copyright ownership. | |
| 5 | * The ASF licenses this file to You under the Apache License, Version 2.0 | |
| 6 | * (the "License"); you may not use this file except in compliance with | |
| 7 | * the License. You may obtain a copy of the License at | |
| 8 | * | |
| 9 | * http://www.apache.org/licenses/LICENSE-2.0 | |
| 10 | * | |
| 11 | * Unless required by applicable law or agreed to in writing, software | |
| 12 | * distributed under the License is distributed on an "AS IS" BASIS, | |
| 13 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | |
| 14 | * See the License for the specific language governing permissions and | |
| 15 | * limitations under the License. | |
| 16 | */ | |
| 17 | package org.apache.commons.nabla.differences; | |
| 18 | ||
| 19 | import org.apache.commons.nabla.core.DifferentialPair; | |
| 20 | import org.apache.commons.nabla.core.UnivariateDerivative; | |
| 21 | import org.apache.commons.nabla.core.UnivariateDifferentiable; | |
| 22 | ||
| 23 | /** Two-points finite differences scheme. | |
| 24 | * The error model for the two-points scheme is | |
| 25 | * <code>h<sup>2</sup>/6 f<sup>(3)</sup>(x) + O(h<sup>4</sup>)</code>. | |
| 26 | */ | |
| 27 | 345 | public class TwoPointsScheme extends FiniteDifferencesDifferentiator { |
| 28 | ||
| 29 | /** Serializable UID. */ | |
| 30 | private static final long serialVersionUID = -5824475098109485044L; | |
| 31 | ||
| 32 | /** Scheme denominator. */ | |
| 33 | private final double denominator; | |
| 34 | ||
| 35 | /** Build a 2-points finite differences scheme. | |
| 36 | * @param h differences step size | |
| 37 | */ | |
| 38 | public TwoPointsScheme(final double h) { | |
| 39 | 37 | super(h, h * h / 6, 3); |
| 40 | 37 | denominator = 2 * h; |
| 41 | 37 | } |
| 42 | ||
| 43 | /** {@inheritDoc} */ | |
| 44 | public UnivariateDerivative differentiate(final UnivariateDifferentiable d) { | |
| 45 | 37 | return new UnivariateDerivative() { |
| 46 | public UnivariateDifferentiable getPrimitive() { | |
| 47 | 1 | return d; |
| 48 | } | |
| 49 | public DifferentialPair f(final DifferentialPair t) { | |
| 50 | 345 | final double h = getStepSize(); |
| 51 | 345 | final double u0 = t.getValue(); |
| 52 | 345 | final double ft = d.f(u0); |
| 53 | 345 | final double d1 = d.f(u0 + h) - d.f(u0 - h); |
| 54 | 345 | return new DifferentialPair(ft, t.getFirstDerivative() * d1 / denominator); |
| 55 | } | |
| 56 | }; | |
| 57 | } | |
| 58 | ||
| 59 | } |