List of differentiate() Examples

Examples of differentiate()

com.opengamma.analytics.math.differentiation.ScalarFieldFirstOrderDifferentiator.differentiate()
com.opengamma.analytics.math.differentiation.ScalarFirstOrderDifferentiator.differentiate()
com.opengamma.analytics.math.differentiation.VectorFieldFirstOrderDifferentiator.differentiate()
com.opengamma.analytics.math.differentiation.VectorFieldSecondOrderDifferentiator.differentiate()
This computes the second derivative of a vector field, which is a rank 3 tensor field. The tensor is represented as an array of DoubleMatrix2D, where each matrix is a Hessian (for the dependent variable y_i), so the indexing is H^i_{j,k} =\partial^2y_i/\partial x_j \partial x_k @param function the function representing the vector field @return A function representing the second derivative of the vector field (i.e. a rank 3 tensor field)
com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D.differentiate()
@param pp PiecewisePolynomialResult @param xKey @return First derivatives of piecewise polynomial functions at xKey When _dim in PiecewisePolynomialResult is greater than 1, i.e., the struct contains multiple piecewise polynomials, an element in the return values corresponds to each piecewise polynomial

Examples of com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D.differentiate()

    double[][] resDiffX0 = func2D.differentiateX0(result, x0Values, x1Values).getData();
    double[][] resDiffX1 = func2D.differentiateX1(result, x0Values, x1Values).getData();


    final PiecewisePolynomialFunction1D func1D = new PiecewisePolynomialFunction1D();
    double[][] expDiffX0 = func1D.differentiate(method.interpolate(x0Values, OG_ALGEBRA.getTranspose(new DoubleMatrix2D(yValues)).getData()), x0Values).getData();
    double[][] expDiffX1 = func1D.differentiate(method.interpolate(x1Values, yValues), x1Values).getData();


    for (int i = 0; i < n0Data; ++i) {
      for (int j = 0; j < n1Data; ++j) {
        final double expVal = expDiffX1[i][j];
        final double ref = Math.abs(expVal) == 0. ? 1. : Math.abs(expVal);

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Examples of com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D.differentiate()

    final PiecewisePolynomialFunction2D func2D = new PiecewisePolynomialFunction2D();
    double[][] resDiffX0 = func2D.differentiateX0(result, x0Values, x1Values).getData();
    double[][] resDiffX1 = func2D.differentiateX1(result, x0Values, x1Values).getData();


    final PiecewisePolynomialFunction1D func1D = new PiecewisePolynomialFunction1D();
    double[][] expDiffX0 = func1D.differentiate(method.interpolate(x0Values, OG_ALGEBRA.getTranspose(new DoubleMatrix2D(yValues)).getData()), x0Values).getData();
    double[][] expDiffX1 = func1D.differentiate(method.interpolate(x1Values, yValues), x1Values).getData();


    for (int i = 0; i < n0Data; ++i) {
      for (int j = 0; j < n1Data; ++j) {
        final double expVal = expDiffX1[i][j];

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Examples of com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D.differentiate()

    double[][] resDiffX0 = func2D.differentiateX0(result, x0Values, x1Values).getData();
    double[][] resDiffX1 = func2D.differentiateX1(result, x0Values, x1Values).getData();


    final PiecewisePolynomialFunction1D func1D = new PiecewisePolynomialFunction1D();
    double[][] expDiffX0 = func1D.differentiate(method.interpolate(x0Values, OG_ALGEBRA.getTranspose(new DoubleMatrix2D(yValues)).getData()), x0Values).getData();
    double[][] expDiffX1 = func1D.differentiate(method.interpolate(x1Values, yValues), x1Values).getData();


    for (int i = 0; i < n0Data; ++i) {
      for (int j = 0; j < n1Data; ++j) {
        final double expVal = expDiffX1[i][j];
        final double ref = Math.abs(expVal) == 0. ? 1. : Math.abs(expVal);

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Examples of com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D.differentiate()

    final PiecewisePolynomialFunction2D func2D = new PiecewisePolynomialFunction2D();
    double[][] resDiffX0 = func2D.differentiateX0(result, x0Values, x1Values).getData();
    double[][] resDiffX1 = func2D.differentiateX1(result, x0Values, x1Values).getData();


    final PiecewisePolynomialFunction1D func1D = new PiecewisePolynomialFunction1D();
    double[][] expDiffX0 = func1D.differentiate(method.interpolate(x0Values, OG_ALGEBRA.getTranspose(new DoubleMatrix2D(yValues)).getData()), x0Values).getData();
    double[][] expDiffX1 = func1D.differentiate(method.interpolate(x1Values, yValues), x1Values).getData();


    for (int i = 0; i < n0Data; ++i) {
      for (int j = 0; j < n1Data; ++j) {
        final double expVal = expDiffX1[i][j];

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Examples of com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D.differentiate()

    double[][] resDiffX0 = func2D.differentiateX0(result, x0Values, x1Values).getData();
    double[][] resDiffX1 = func2D.differentiateX1(result, x0Values, x1Values).getData();


    final PiecewisePolynomialFunction1D func1D = new PiecewisePolynomialFunction1D();
    double[][] expDiffX0 = func1D.differentiate(method.interpolate(x0Values, OG_ALGEBRA.getTranspose(new DoubleMatrix2D(yValues)).getData()), x0Values).getData();
    double[][] expDiffX1 = func1D.differentiate(method.interpolate(x1Values, yValues), x1Values).getData();


    for (int i = 0; i < n0Data; ++i) {
      for (int j = 0; j < n1Data; ++j) {
        final double expVal = expDiffX1[i][j];
        final double ref = Math.abs(expVal) == 0. ? 1. : Math.abs(expVal);

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