Package org.apache.commons.math3.analysis.differentiation
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.
-
ClassDescriptionClass representing both the value and the differentials of a function.Class holding "compiled" computation rules for derivative structures.Univariate functions differentiator using finite differences.Class representing the gradient of a multivariate function.Class representing the Jacobian of a multivariate vector function.Extension of
MultivariateFunction
representing a multivariate differentiable real function.Extension ofMultivariateVectorFunction
representing a multivariate differentiable vectorial function.First derivative computation with large number of variables.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.