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 vector