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Diffstat (limited to 'src/main/java/org/apache/commons/math3/analysis/differentiation/JacobianFunction.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/analysis/differentiation/JacobianFunction.java | 69 |
1 files changed, 69 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/analysis/differentiation/JacobianFunction.java b/src/main/java/org/apache/commons/math3/analysis/differentiation/JacobianFunction.java new file mode 100644 index 0000000..0de47db --- /dev/null +++ b/src/main/java/org/apache/commons/math3/analysis/differentiation/JacobianFunction.java @@ -0,0 +1,69 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ +package org.apache.commons.math3.analysis.differentiation; + +import org.apache.commons.math3.analysis.MultivariateMatrixFunction; + +/** Class representing the Jacobian of a multivariate vector function. + * <p> + * The rows iterate on the model functions while the columns iterate on the parameters; thus, + * the numbers of rows is equal to the dimension of the underlying function vector + * value and the number of columns is equal to the number of free parameters of + * the underlying function. + * </p> + * @since 3.1 + */ +public class JacobianFunction implements MultivariateMatrixFunction { + + /** Underlying vector-valued function. */ + private final MultivariateDifferentiableVectorFunction f; + + /** Simple constructor. + * @param f underlying vector-valued function + */ + public JacobianFunction(final MultivariateDifferentiableVectorFunction f) { + this.f = f; + } + + /** {@inheritDoc} */ + public double[][] value(double[] point) { + + // set up parameters + final DerivativeStructure[] dsX = new DerivativeStructure[point.length]; + for (int i = 0; i < point.length; ++i) { + dsX[i] = new DerivativeStructure(point.length, 1, i, point[i]); + } + + // compute the derivatives + final DerivativeStructure[] dsY = f.value(dsX); + + // extract the Jacobian + final double[][] y = new double[dsY.length][point.length]; + final int[] orders = new int[point.length]; + for (int i = 0; i < dsY.length; ++i) { + for (int j = 0; j < point.length; ++j) { + orders[j] = 1; + y[i][j] = dsY[i].getPartialDerivative(orders); + orders[j] = 0; + } + } + + return y; + + } + +} |