Package pal.math
Class NumericalDerivative
java.lang.Object
pal.math.NumericalDerivative
approximates numerically the first and second derivatives of a
function of a single variable and approximates gradient and
diagonal of Hessian for multivariate functions
- Author:
- Korbinian Strimmer
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Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionstatic double[]
diagonalHessian
(MultivariateFunction f, double[] x) determine diagonal of Hessianstatic double
firstDerivative
(UnivariateFunction f, double x) determine first derivativestatic double[]
gradient
(MultivariateFunction f, double[] x) determine gradientstatic void
gradient
(MultivariateFunction f, double[] x, double[] grad) determine gradientstatic double
secondDerivative
(UnivariateFunction f, double x) determine second derivative
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Constructor Details
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NumericalDerivative
public NumericalDerivative()
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Method Details
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firstDerivative
determine first derivative- Parameters:
f
- univariate functionx
- argument- Returns:
- first derivate at x
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secondDerivative
determine second derivative- Parameters:
f
- univariate functionx
- argument- Returns:
- second derivate at x
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gradient
determine gradient- Parameters:
f
- multivariate functionx
- argument vector- Returns:
- gradient at x
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gradient
determine gradient- Parameters:
f
- multivariate functionx
- argument vectorgrad
- vector for gradient
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diagonalHessian
determine diagonal of Hessian- Parameters:
f
- multivariate functionx
- argument vector- Returns:
- vector with diagonal entries of Hessian
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