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Package org.apache.commons.math3.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

Modifier and TypeInterface and Description
public interface
MultivariateDifferentiableFunction

Extension of MultivariateFunction representing a multivariate differentiable real function.

public interface
MultivariateDifferentiableVectorFunction

Extension of MultivariateVectorFunction representing a multivariate differentiable vectorial function.

public interface
UnivariateDifferentiableFunction

Interface for univariate functions derivatives.

public interface
UnivariateDifferentiableMatrixFunction

Extension of UnivariateMatrixFunction representing a univariate differentiable matrix function.

public interface
UnivariateDifferentiableVectorFunction

Extension of UnivariateVectorFunction representing a univariate differentiable vectorial function.

public interface
UnivariateFunctionDifferentiator

Interface defining the function differentiation operation.

public interface
UnivariateMatrixFunctionDifferentiator

Interface defining the function differentiation operation.

public interface
UnivariateVectorFunctionDifferentiator

Interface defining the function differentiation operation.

Class Summary

Modifier and TypeClass and Description
public class
DerivativeStructure

Class representing both the value and the differentials of a function.

public class
DSCompiler

Class holding "compiled" computation rules for derivative structures.

public class
FiniteDifferencesDifferentiator

Univariate functions differentiator using finite differences.

public class
GradientFunction

Class representing the gradient of a multivariate function.

public class
JacobianFunction

Class representing the Jacobian of a multivariate vector function.

public class
SparseGradient

First derivative computation with large number of variables.