org.abh80.nf.core.math.calculus

Members list

Type members

Classlikes

trait Derivative

A trait for representing a function and its partial derivatives in a multivariate automatic differentiation system. Implementations store the function value and all partial derivatives up to a specified order for a given number of free parameters.

A trait for representing a function and its partial derivatives in a multivariate automatic differentiation system. Implementations store the function value and all partial derivatives up to a specified order for a given number of free parameters.

Attributes

Supertypes
class Object
trait Matchable
class Any
Known subtypes
class DerivativeWrapper(parameters: Int, maxOrder: Int, data: Array[Double]) extends Derivative, Serializable

A simple implementation of the Derivative trait for multivariate automatic differentiation.

A simple implementation of the Derivative trait for multivariate automatic differentiation.

Value parameters

data

An array containing the function value and all partial derivatives.

maxOrder

The maximum derivation order.

parameters

The number of free parameters (independent variables).

Attributes

Supertypes
trait Serializable
trait Derivative
class Object
trait Matchable
class Any
class FiniteDifferencesDifferentiator(val nbPoints: Int, val stepSize: Double, val tMin: Double, val tMax: Double) extends Serializable

Implements finite differences method for numerical differentiation of functions. This class uses Newton's divided differences formula to compute derivatives of arbitrary order for a given function.

Implements finite differences method for numerical differentiation of functions. This class uses Newton's divided differences formula to compute derivatives of arbitrary order for a given function.

Value parameters

nbPoints

Number of points to use in the differentiation scheme (must be > 1)

stepSize

Step size between successive points (must be > 0)

tMax

Maximum abscissa value (can be Double.PositiveInfinity)

tMin

Minimum abscissa value (can be Double.NegativeInfinity)

Attributes

Note

Even though not a case class, the instances of this class are guaranteed to be immutable

Supertypes
trait Serializable
class Object
trait Matchable
class Any