Package org.apache.commons.math3.analysis.differentiation

Examples of org.apache.commons.math3.analysis.differentiation.UnivariateDifferentiableFunction

41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
       }
   }

   @Test
   public void testDerivativeComparison() {
       final UnivariateDifferentiableFunction sPrime = new Sqrt();
       final UnivariateFunction f = new UnivariateFunction() {
               public double value(double x) {
                   return 1 / (2 * Math.sqrt(x));
               }
           };

       for (double x = 1e-30; x < 1e10; x *= 2) {
           final double fX = f.value(x);
           final double sX = sPrime.value(new DerivativeStructure(1, 1, 0, x)).getPartialDerivative(1);
           Assert.assertEquals("x=" + x, fX, sX, FastMath.ulp(fX));
       }
   }
View Full Code Here
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
        Assert.assertEquals(81, FunctionUtils.compose(pow, pow).value(3), EPS);
    }

    @Test
    public void testComposeDifferentiable() {
        UnivariateDifferentiableFunction id = new Identity();
        Assert.assertEquals(1, FunctionUtils.compose(id, id, id).value(new DerivativeStructure(1, 1, 0, 3)).getPartialDerivative(1), EPS);

        UnivariateDifferentiableFunction c = new Constant(4);
        Assert.assertEquals(0, FunctionUtils.compose(id, c).value(new DerivativeStructure(1, 1, 0, 3)).getPartialDerivative(1), EPS);
        Assert.assertEquals(0, FunctionUtils.compose(c, id).value(new DerivativeStructure(1, 1, 0, 3)).getPartialDerivative(1), EPS);

        UnivariateDifferentiableFunction m = new Minus();
        Assert.assertEquals(-1, FunctionUtils.compose(m).value(new DerivativeStructure(1, 1, 0, 3)).getPartialDerivative(1), EPS);
        Assert.assertEquals(1, FunctionUtils.compose(m, m).value(new DerivativeStructure(1, 1, 0, 3)).getPartialDerivative(1), EPS);

        UnivariateDifferentiableFunction inv = new Inverse();
        Assert.assertEquals(0.25, FunctionUtils.compose(inv, m, id).value(new DerivativeStructure(1, 1, 0, 2)).getPartialDerivative(1), EPS);

        UnivariateDifferentiableFunction pow = new Power(2);
        Assert.assertEquals(108, FunctionUtils.compose(pow, pow).value(new DerivativeStructure(1, 1, 0, 3)).getPartialDerivative(1), EPS);

        UnivariateDifferentiableFunction log = new Log();
        double a = 9876.54321;
        Assert.assertEquals(pow.value(new DerivativeStructure(1, 1, 0, a)).getPartialDerivative(1) / pow.value(a),
                            FunctionUtils.compose(log, pow).value(new DerivativeStructure(1, 1, 0, a)).getPartialDerivative(1), EPS);
    }
View Full Code Here
105
106
107
108
109
110
111
112
113
114
115
116
117
118
        Assert.assertEquals(4 - 2, FunctionUtils.add(c, FunctionUtils.compose(m, id)).value(2), EPS);
    }

    @Test
    public void testAddDifferentiable() {
        UnivariateDifferentiableFunction sin = new Sin();
        UnivariateDifferentiableFunction c = new Constant(4);
        UnivariateDifferentiableFunction m = new Minus();
        UnivariateDifferentiableFunction inv = new Inverse();

        final double a = 123.456;
        Assert.assertEquals(- 1 / (a * a) -1 + Math.cos(a),
                            FunctionUtils.add(inv, m, c, sin).value(new DerivativeStructure(1, 1, 0, a)).getPartialDerivative(1),
                            EPS);
View Full Code Here
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
        Assert.assertEquals(1, FunctionUtils.multiply(FunctionUtils.compose(inv, pow), pow).value(3.5), EPS);
    }

    @Test
    public void testMultiplyDifferentiable() {
        UnivariateDifferentiableFunction c = new Constant(4);
        UnivariateDifferentiableFunction id = new Identity();
        final double a = 1.2345678;
        Assert.assertEquals(8 * a, FunctionUtils.multiply(c, id, id).value(new DerivativeStructure(1, 1, 0, a)).getPartialDerivative(1), EPS);

        UnivariateDifferentiableFunction inv = new Inverse();
        UnivariateDifferentiableFunction pow = new Power(2.5);
        UnivariateDifferentiableFunction cos = new Cos();
        Assert.assertEquals(1.5 * Math.sqrt(a) * Math.cos(a) - Math.pow(a, 1.5) * Math.sin(a),
                            FunctionUtils.multiply(inv, pow, cos).value(new DerivativeStructure(1, 1, 0, a)).getPartialDerivative(1), EPS);

        UnivariateDifferentiableFunction cosh = new Cosh();
        Assert.assertEquals(1.5 * Math.sqrt(a) * Math.cosh(a) + Math.pow(a, 1.5) * Math.sinh(a),
                            FunctionUtils.multiply(inv, pow, cosh).value(new DerivativeStructure(1, 1, 0, a)).getPartialDerivative(1), 8 * EPS);
    }
View Full Code Here
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
    @Deprecated
    public void testToUnivariateDifferential() {

        // Sin implements both UnivariateDifferentiableFunction and DifferentiableUnivariateFunction
        Sin sin = new Sin();
        UnivariateDifferentiableFunction converted = FunctionUtils.toUnivariateDifferential(sin);
        for (double x = 0.1; x < 0.5; x += 0.01) {
            DerivativeStructure t = new DerivativeStructure(2, 1, x, 1.0, 2.0);
            Assert.assertEquals(sin.value(t).getValue(), converted.value(t).getValue(), 1.0e-10);
            Assert.assertEquals(sin.value(t).getPartialDerivative(1, 0),
                                converted.value(t).getPartialDerivative(1, 0),
                                1.0e-10);
            Assert.assertEquals(sin.value(t).getPartialDerivative(0, 1),
                                converted.value(t).getPartialDerivative(0, 1),
                                1.0e-10);
        }

    }
View Full Code Here
57
58
59
60
61
62
63
64
65
66
67
68
69
        Assert.assertEquals(0, f.value(Double.POSITIVE_INFINITY), 0);
    }

    @Test
    public void testDerivatives() {
        final UnivariateDifferentiableFunction gaussian = new Gaussian(2.0, 0.9, 3.0);
        final DerivativeStructure dsX = new DerivativeStructure(1, 4, 0, 1.1);
        final DerivativeStructure dsY = gaussian.value(dsX);
        Assert.assertEquals( 1.9955604901712128349,   dsY.getValue(),              EPS);
        Assert.assertEquals(-0.044345788670471396332, dsY.getPartialDerivative(1), EPS);
        Assert.assertEquals(-0.22074348138190206174,  dsY.getPartialDerivative(2), EPS);
        Assert.assertEquals( 0.014760030401924800557, dsY.getPartialDerivative(3), EPS);
        Assert.assertEquals( 0.073253159785035691678, dsY.getPartialDerivative(4), EPS);
View Full Code Here
275
276
277
278
279
280
281
282
283
284
285
                        final double baseRoot = forward ?
                                                solver.solve(maxIterationCount, f, ta, tb) :
                                                solver.solve(maxIterationCount, f, tb, ta);
                        final int remainingEval = maxIterationCount - solver.getEvaluations();
                        BracketedUnivariateSolver<UnivariateFunction> bracketing =
                                new PegasusSolver(solver.getRelativeAccuracy(), solver.getAbsoluteAccuracy());
                        root = forward ?
                               UnivariateSolverUtils.forceSide(remainingEval, f, bracketing,
                                                                   baseRoot, ta, tb, AllowedSolution.RIGHT_SIDE) :
                               UnivariateSolverUtils.forceSide(remainingEval, f, bracketing,
                                                                   baseRoot, tb, ta, AllowedSolution.LEFT_SIDE);
View Full Code Here
219
220
221
222
223
224
225
226
227
228
229
     * length.
     */
    protected double[] computeResiduals(double[] objectiveValue) {
        final double[] target = getTarget();
        if (objectiveValue.length != target.length) {
            throw new DimensionMismatchException(target.length,
                                                 objectiveValue.length);
        }

        final double[] residuals = new double[target.length];
        for (int i = 0; i < target.length; i++) {
View Full Code Here
223
224
225
226
227
228
229
230
231
232
233
        /** {@inheritDoc} */
        public RealVector solve(final RealVector b) {
            final int m = lTData.length;
            if (b.getDimension() != m) {
                throw new DimensionMismatchException(b.getDimension(), m);
            }

            final double[] x = b.toArray();

            // Solve LY = b
View Full Code Here
254
255
256
257
258
259
260
261
262
263
264
        /** {@inheritDoc} */
        public RealMatrix solve(RealMatrix b) {
            final int m = lTData.length;
            if (b.getRowDimension() != m) {
                throw new DimensionMismatchException(b.getRowDimension(), m);
            }

            final int nColB = b.getColumnDimension();
            final double[][] x = b.getData();

View Full Code Here
TOP

Related Classes of org.apache.commons.math3.analysis.differentiation.UnivariateDifferentiableFunction

  • org.apache.commons.math3.analysis.differentiation.DerivativeStructure
  • org.apache.commons.math3.analysis.differentiation.MultivariateDifferentiableVectorFunction
  • org.apache.commons.math3.analysis.function.HarmonicOscillator
  • org.apache.commons.math3.analysis.function.LogitTest
  • org.apache.commons.math3.analysis.function.Sin
  • org.apache.commons.math3.analysis.function.Sinc
  • org.apache.commons.math3.analysis.function.SqrtTest
  • org.apache.commons.math3.analysis.FunctionUtils
  • org.apache.commons.math3.analysis.FunctionUtilsTest
  • org.apache.commons.math3.analysis.MultivariateFunction
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.