| /* |
| * 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.math4.legacy.analysis.differentiation; |
| |
| import org.apache.commons.math4.legacy.analysis.MultivariateVectorFunction; |
| |
| /** 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. */ |
| private final MultivariateDifferentiableFunction f; |
| |
| /** Simple constructor. |
| * @param f underlying real-valued function |
| */ |
| public GradientFunction(final MultivariateDifferentiableFunction f) { |
| this.f = f; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| 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; |
| |
| } |
| |
| } |