src/site/design/differentiation.puml

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' 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
'
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' distributed under the License is distributed on an "AS IS" BASIS,
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' See the License for the specific language governing permissions and
' limitations under the License.

@startuml

  skinparam svek                  true
  skinparam ClassBackgroundColor  #F3EFEB
  skinparam ClassArrowColor       #691616
  skinparam ClassBorderColor      #691616
  skinparam NoteBackgroundColor   #F3EFEB
  skinparam NoteBorderColor       #691616
  skinparam NoteFontColor         #691616
  skinparam ClassFontSize         11

  package org.apache.commons.math3 #ECEBD8

    interface "FieldElement<T>" as FieldElement_T_ {
      T add(T a)
      T subtract(T a)
      T negate()
      T multiply(int n)
      T multiply(T a)
      T divide(T a)
      T reciprocal()
      Field<T> getField()
    }

    package analysis #DDEBD8
      interface UnivariateFunction {
        double value(double x)
      }

      package differentiation #DDDBD8

        class DerivativeStructure {
          -DerivativeStructure(DSCompiler compiler)
          +DerivativeStructure(int parameters, int order, double value)
          +DerivativeStructure(int parameters, int order, int index, double value)
          +int getFreeParameters()
          +int getOrder()
          +double getValue()
          +double getPartialDerivative(int[] orders)
          +double taylor(double[] delta)
          +int getExponent()
          +DerivativeStructure compose(double[] f)
          +DerivativeStructure cos()
          +DerivativeStructure sin()
          +DerivativeStructure exp()
          +DerivativeStructure sqrt()
        }
        note bottom
          lots of mathematical methods
          and constructors ommitted for clarity
        end note

        class DSCompiler {
          {static} +DSCompiler getCompiler(int parameters, int order)
          +int getPartialDerivativeIndex(int[] orders)
          +int[] getPartialDerivativeOrders(int index)
          +int getFreeParameters()
          +int getOrder()
          +int getSize()
          +void checkCompatibility(DSCompiler compiler)
          +void compose(double[] operand, int operandOffset, double[] f, double[] result, int resultOffset)
          +double taylor(double[] ds, int dsOffset, double[] delta)
          +void add(double[] lhs, int lhsOffset, double[] rhs, int rhsOffset, double[] result, int resultOffset)
          +void exp(double[] operand, int operandOffset, double[] result, int resultOffset)
        }
        note bottom
          one compiler is built for each pair
          (number of parameters, derivation order)
          they are cached for efficiency
        end note

        interface UnivariateDifferentiable {
          DerivativeStructure value(DerivativeStructure t)
        }

        interface UnivariateDifferentiator {
          UnivariateDifferentiable differentiate(UnivariateFunction function)
        }

        FieldElement_T_     <..      DerivativeStructure
        DerivativeStructure o--> "1" DSCompiler : delegates computation
        UnivariateFunction  <|..     UnivariateDifferentiable
        UnivariateDifferentiable <-- UnivariateDifferentiator : creates
        UnivariateDifferentiable --> DerivativeStructure : uses

      end package
    end package
  end package

@enduml