Package org.apache.commons.math.analysis

Examples of org.apache.commons.math.analysis.MultivariateRealFunction

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                }
            };
        }

        public MultivariateRealFunction partialDerivative(final int k) {
            return new MultivariateRealFunction() {
                private static final long serialVersionUID = 3073956364104833888L;
                public double value(double[] point) {
                    return gradient(point)[k];
                }
            };
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  @Override
  public DoubleMatrix1D minimize(final Function1D<DoubleMatrix1D, Double> function, final DoubleMatrix1D startPosition) {
    Validate.notNull(function, "function");
    Validate.notNull(startPosition, "start position");
    final MultivariateRealOptimizer optimizer = new NelderMead();
    final MultivariateRealFunction commonsFunction = CommonsMathWrapper.wrapMultivariate(function);
    try {
      return new DoubleMatrix1D(CommonsMathWrapper.unwrap(optimizer.optimize(commonsFunction, MINIMIZER, startPosition.getData())));
    } catch (final ConvergenceException e) {
      throw new MathException(e);
    } catch (final FunctionEvaluationException e) {
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   * @param f An OG 1-D function mapping vectors of doubles onto doubles, not null
   * @return A Commons multivariate real function
   */
  public static MultivariateRealFunction wrapMultivariate(final Function1D<DoubleMatrix1D, Double> f) {
    Validate.notNull(f);
    return new MultivariateRealFunction() {

      @Override
      public double value(final double[] point) throws FunctionEvaluationException, IllegalArgumentException {

        return f.evaluate(new DoubleMatrix1D(point));
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   * @param f An OG n-D function mapping doubles onto doubles, not null
   * @return A Commons multivariate real function
   */
  public static MultivariateRealFunction wrap(final FunctionND<Double, Double> f) {
    Validate.notNull(f);
    return new MultivariateRealFunction() {

      @Override
      public double value(final double[] point) throws FunctionEvaluationException, IllegalArgumentException {
        final int n = point.length;
        final Double[] coordinate = new Double[n];
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  @Override
  public DoubleMatrix1D minimize(final Function1D<DoubleMatrix1D, Double> f, final DoubleMatrix1D initialPoint) {
    Validate.notNull(f, "function");
    Validate.notNull(initialPoint, "initial point");
    final MultivariateRealOptimizer optimizer = new MultiDirectional();
    final MultivariateRealFunction commons = CommonsMathWrapper.wrapMultivariate(f);
    try {
      return new DoubleMatrix1D(CommonsMathWrapper.unwrap(optimizer.optimize(commons, MINIMIZER, initialPoint.getData())));
    } catch (final ConvergenceException e) {
      throw new MathException(e);
    } catch (final FunctionEvaluationException e) {
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  @Test
  public void testNDFunction() throws FunctionEvaluationException {
    final Double[] x1 = new Double[4];
    final double[] x2 = new double[4];
    final MultivariateRealFunction commons = CommonsMathWrapper.wrap(OG_FUNCTION_ND);
    for (int i = 0; i < 100; i++) {
      for (int j = 0; j < 4; j++) {
        x1[j] = (double) i;
        x2[j] = x1[j];
      }
      assertEquals(OG_FUNCTION_ND.evaluate(x1), commons.value(x2), 1e-15);
    }
  }
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Related Classes of org.apache.commons.math.analysis.MultivariateRealFunction

  • com.opengamma.analytics.math.minimization.MultiDirectionalSimplexMinimizer
  • com.opengamma.analytics.math.minimization.NelderMeadDownhillSimplexMinimizer
  • com.opengamma.analytics.math.util.wrapper.CommonsMathWrapper
  • com.opengamma.analytics.math.util.wrapper.CommonsMathWrapperTest
  • org.apache.commons.math.analysis.interpolation.MicrosphereInterpolatorTest
  • org.apache.commons.math.optimization.direct.MultiDirectionalTest
  • org.apache.commons.math.optimization.direct.NelderMeadTest
  • org.apache.commons.math.optimization.general.NonLinearConjugateGradientOptimizerTest$Circle
  • org.apache.commons.math.optimization.general.NonLinearConjugateGradientOptimizerTest$LinearProblem
  • org.apache.commons.math.optimization.MultiStartDifferentiableMultivariateRealOptimizerTest$Circle
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