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.
-
ClassDescriptionDerivative<T extends CalculusFieldElement<T>>Interface representing both the value and the differentials of a function.Derivative1<T extends CalculusFieldElement<T>>Interface representing an object holding partial derivatives up to first order.Class representing both the value and the differentials of a function.Interface representing an object holding partial derivatives.Class holding "compiled" computation rules for derivative structures.Factory for
DerivativeStructure
.Field for {link DerivativeStructure} instances.FDSFactory<T extends CalculusFieldElement<T>>Factory forFieldDerivativeStructure
.FDSFactory.DerivativeField<T extends CalculusFieldElement<T>>Field for {link FieldDerivativeStructure} instances.Interface representing both the value and the differentials of a function.Interface representing a Field object holding partial derivatives up to first order.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.Univariate functions differentiator using finite differences.Class representing both the value and the differentials of a function.Field forGradient
instances.Class representing the gradient of a multivariate function.Class representing the Jacobian of a multivariate vector function.Extension ofMultivariateFunction
representing a multivariate differentiable real function.Extension ofMultivariateVectorFunction
representing a multivariate differentiable vectorial function.First derivative computation with large number of variables.Container for a Taylor map.UnivariateDerivative<T extends UnivariateDerivative<T>>Abstract class representing both the value and the differentials of a function.Class representing both the value and the differentials of a function.Field forUnivariateDerivative1
instances.Class representing both the value and the differentials of a function.Field forUnivariateDerivative2
instances.Interface for univariate functions derivatives.Extension ofUnivariateMatrixFunction
representing a univariate differentiable matrix function.Extension ofUnivariateVectorFunction
representing a univariate differentiable vectorial function.Interface defining the function differentiation operation.Interface defining the function differentiation operation.Interface defining the function differentiation operation.