Package org.hipparchus.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 UnivariateDerivative1
,
UnivariateDerivative2
and
Gradient
classes are more restricted
implementation of classes holding the value and the differentials of a function. These classes
handle only either one free parameter (i.e. univariate functions) with derivation orders 1 or 2,
or several free parameters with derivation order 1. As they arefar less general than DerivativeStructure
, they have less
overhead and are more efficient in their respective domains.
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 Derivative<T extends CalculusFieldElement<T>> Interface representing both the value and the differentials of a function.FieldDerivative<S extends CalculusFieldElement<S>,T extends FieldDerivative<S,T>> Interface representing both the value and the differentials of a function.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.DSFactory Factory forDerivativeStructure
.DSFactory.DSField Field for {link DerivativeStructure} instances.FDSFactory<T extends CalculusFieldElement<T>> Factory forFieldDerivativeStructure
.FDSFactory.DerivativeField<T extends CalculusFieldElement<T>> Field for {link FieldDerivativeStructure} instances.FieldDerivativeStructure<T extends CalculusFieldElement<T>> Class representing both the value and the differentials of a function.FieldGradient<T extends CalculusFieldElement<T>> Class representing both the value and the differentials of a function.FieldGradientField<T extends CalculusFieldElement<T>> Field forGradient
instances.FieldTaylorMap<T extends CalculusFieldElement<T>> Container for a Taylor map.FieldUnivariateDerivative<S extends CalculusFieldElement<S>,T extends FieldUnivariateDerivative<S,T>> Abstract class representing both the value and the differentials of a function.FieldUnivariateDerivative1<T extends CalculusFieldElement<T>> Class representing both the value and the differentials of a function.FieldUnivariateDerivative1Field<T extends CalculusFieldElement<T>> Field forFieldUnivariateDerivative1
instances.FieldUnivariateDerivative2<T extends CalculusFieldElement<T>> Class representing both the value and the differentials of a function.FieldUnivariateDerivative2Field<T extends CalculusFieldElement<T>> Field forFieldUnivariateDerivative2
instances.FiniteDifferencesDifferentiator Univariate functions differentiator using finite differences.Gradient Class representing both the value and the differentials of a function.GradientField Field forGradient
instances.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.TaylorMap Container for a Taylor map.UnivariateDerivative<T extends UnivariateDerivative<T>> Abstract class representing both the value and the differentials of a function.UnivariateDerivative1 Class representing both the value and the differentials of a function.UnivariateDerivative1Field Field forUnivariateDerivative1
instances.UnivariateDerivative2 Class representing both the value and the differentials of a function.UnivariateDerivative2Field Field forUnivariateDerivative2
instances.