public class NumericalDerivative
extends java.lang.Object
| Constructor | Description |
|---|---|
NumericalDerivative() |
| Modifier and Type | Method | Description |
|---|---|---|
static double[] |
diagonalHessian(MultivariateFunction f,
double[] x) |
determine diagonal of Hessian
|
static double |
firstDerivative(UnivariateFunction f,
double x) |
determine first derivative
|
static double[] |
gradient(MultivariateFunction f,
double[] x) |
determine gradient
|
static void |
gradient(MultivariateFunction f,
double[] x,
double[] grad) |
determine gradient
|
static double |
secondDerivative(UnivariateFunction f,
double x) |
determine second derivative
|
public static double firstDerivative(UnivariateFunction f, double x)
f - univariate functionx - argumentpublic static double secondDerivative(UnivariateFunction f, double x)
f - univariate functionx - argumentpublic static double[] gradient(MultivariateFunction f, double[] x)
f - multivariate functionx - argument vectorpublic static void gradient(MultivariateFunction f, double[] x, double[] grad)
f - multivariate functionx - argument vectorgrad - vector for gradientpublic static double[] diagonalHessian(MultivariateFunction f, double[] x)
f - multivariate functionx - argument vectorhttp://code.google.com/p/jebl2/