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package org.apache.commons.math3.analysis.differentiation;

import org.apache.commons.math3.analysis.MultivariateVectorFunction;

Class representing the gradient of a multivariate function.

The vectorial components of the function represent the derivatives with respect to each function parameters.

Since:3.1
/** Class representing the gradient of a multivariate function. * <p> * The vectorial components of the function represent the derivatives * with respect to each function parameters. * </p> * @since 3.1 */
public class GradientFunction implements MultivariateVectorFunction {
Underlying real-valued function.
/** Underlying real-valued function. */
private final MultivariateDifferentiableFunction f;
Simple constructor.
Params:
  • f – underlying real-valued function
/** Simple constructor. * @param f underlying real-valued function */
public GradientFunction(final MultivariateDifferentiableFunction f) { this.f = f; }
{@inheritDoc}
/** {@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 gradient final double[] y = new double[point.length]; final int[] orders = new int[point.length]; for (int i = 0; i < point.length; ++i) { orders[i] = 1; y[i] = dsY.getPartialDerivative(orders); orders[i] = 0; } return y; } }