smile.math

Class AbstractDifferentiableMultivariateFunction

java.lang.Object

smile.math.AbstractDifferentiableMultivariateFunction

All Implemented Interfaces:

DifferentiableMultivariateFunction, MultivariateFunction

public abstract class AbstractDifferentiableMultivariateFunction
extends Object
implements DifferentiableMultivariateFunction

An abstract implementation that uses finite differences to calculate the partial derivatives instead of providing them analytically.

Author:

Haifeng Li

Constructor Summary

Constructors

Constructor and Description
AbstractDifferentiableMultivariateFunction()

Method Summary

Methods

Modifier and Type	Method and Description
double	f(double[] x, double[] gradient) Compute the value and gradient of the function at x.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface smile.math.MultivariateFunction

f

Constructor Detail

AbstractDifferentiableMultivariateFunction

public AbstractDifferentiableMultivariateFunction()

Method Detail

f

public double f(double[] x,
       double[] gradient)

Description copied from interface: DifferentiableMultivariateFunction

Compute the value and gradient of the function at x.

Specified by:

f in interface DifferentiableMultivariateFunction