Author: luc
Date: Sat Aug 18 18:09:21 2012
New Revision: 1374629
URL: http://svn.apache.org/viewvc?rev=1374629&view=rev
Log:
added utilities for differentiable functions
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/FunctionUtils.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/FunctionUtils.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/FunctionUtils.java?rev=1374629&r1=1374628&r2=1374629&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/FunctionUtils.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/FunctionUtils.java
Sat Aug 18 18:09:21 2012
@@ -17,7 +17,10 @@
package org.apache.commons.math3.analysis;
+import org.apache.commons.math3.analysis.differentiation.DerivativeStructure;
+import
org.apache.commons.math3.analysis.differentiation.UnivariateDifferentiable;
import org.apache.commons.math3.analysis.function.Identity;
+import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.NotStrictlyPositiveException;
import org.apache.commons.math3.exception.NumberIsTooLargeException;
import org.apache.commons.math3.exception.util.LocalizedFormats;
@@ -64,6 +67,40 @@ public class FunctionUtils {
*
* @param f List of functions.
* @return the composite function.
+ * @since 3.1
+ */
+ public static UnivariateDifferentiable compose(final
UnivariateDifferentiable ... f) {
+ return new UnivariateDifferentiable() {
+
+ /** {@inheritDoc} */
+ public double value(final double t) {
+ double r = t;
+ for (int i = f.length - 1; i >= 0; i--) {
+ r = f[i].value(r);
+ }
+ return r;
+ }
+
+ /** {@inheritDoc} */
+ public DerivativeStructure value(final DerivativeStructure t) {
+ DerivativeStructure r = t;
+ for (int i = f.length - 1; i >= 0; i--) {
+ r = f[i].value(r);
+ }
+ return r;
+ }
+
+ };
+ }
+
+ /**
+ * Composes functions.
+ * <br/>
+ * The functions in the argument list are composed sequentially, in the
+ * given order. For example, compose(f1,f2,f3) acts like f1(f2(f3(x))).
+ *
+ * @param f List of functions.
+ * @return the composite function.
*/
public static DifferentiableUnivariateFunction compose(final
DifferentiableUnivariateFunction ... f) {
return new DifferentiableUnivariateFunction() {
@@ -118,6 +155,37 @@ public class FunctionUtils {
*
* @param f List of functions.
* @return a function that computes the sum of the functions.
+ * @since 3.1
+ */
+ public static UnivariateDifferentiable add(final UnivariateDifferentiable
... f) {
+ return new UnivariateDifferentiable() {
+
+ /** {@inheritDoc} */
+ public double value(final double t) {
+ double r = f[0].value(t);
+ for (int i = 1; i < f.length; i++) {
+ r += f[i].value(t);
+ }
+ return r;
+ }
+
+ /** {@inheritDoc} */
+ public DerivativeStructure value(final DerivativeStructure t) {
+ DerivativeStructure r = f[0].value(t);
+ for (int i = 1; i < f.length; i++) {
+ r = r.add(f[i].value(t));
+ }
+ return r;
+ }
+
+ };
+ }
+
+ /**
+ * Adds functions.
+ *
+ * @param f List of functions.
+ * @return a function that computes the sum of the functions.
*/
public static DifferentiableUnivariateFunction add(final
DifferentiableUnivariateFunction ... f) {
return new DifferentiableUnivariateFunction() {
@@ -170,6 +238,37 @@ public class FunctionUtils {
*
* @param f List of functions.
* @return a function that computes the product of the functions.
+ * @since 3.1
+ */
+ public static UnivariateDifferentiable multiply(final
UnivariateDifferentiable ... f) {
+ return new UnivariateDifferentiable() {
+
+ /** {@inheritDoc} */
+ public double value(final double t) {
+ double r = f[0].value(t);
+ for (int i = 1; i < f.length; i++) {
+ r *= f[i].value(t);
+ }
+ return r;
+ }
+
+ /** {@inheritDoc} */
+ public DerivativeStructure value(final DerivativeStructure t) {
+ DerivativeStructure r = f[0].value(t);
+ for (int i = 1; i < f.length; i++) {
+ r = r.multiply(f[i].value(t));
+ }
+ return r;
+ }
+
+ };
+ }
+
+ /**
+ * Multiplies functions.
+ *
+ * @param f List of functions.
+ * @return a function that computes the product of the functions.
*/
public static DifferentiableUnivariateFunction multiply(final
DifferentiableUnivariateFunction ... f) {
return new DifferentiableUnivariateFunction() {
@@ -332,4 +431,74 @@ public class FunctionUtils {
}
return s;
}
+
+ /** Convert a {@link UnivariateDifferentiable} into a {@link
DifferentiableUnivariateFunction}.
+ * @param f function to convert
+ * @return converted function
+ * @deprecated this conversion method is temporary in version 3.1, as the
{@link
+ * DifferentiableUnivariateFunction} interface itself is deprecated
+ */
+ @Deprecated
+ public static DifferentiableUnivariateFunction
toDifferentiableUnivariateFunction(final UnivariateDifferentiable f) {
+ return new DifferentiableUnivariateFunction() {
+
+ /** {@inheritDoc} */
+ public double value(final double x) {
+ return f.value(x);
+ }
+
+ /** {@inheritDoc} */
+ public UnivariateFunction derivative() {
+ return new UnivariateFunction() {
+ /** {@inheritDoc} */
+ public double value(final double x) {
+ return f.value(new DerivativeStructure(1, 1, 0,
x)).getPartialDerivative(1);
+ }
+ };
+ }
+
+ };
+ }
+
+ /** Convert a {@link DifferentiableUnivariateFunction} into a {@link
UnivariateDifferentiable}.
+ * <p>
+ * Note that the converted function is able to handle {@link
DerivativeStructure} with
+ * <em>only</em> one parameter and up to order one. If the function is
called with
+ * more parameters or higher order, a {@link DimensionMismatchException}
will be thrown.
+ * </p>
+ * @param f function to convert
+ * @return converted function
+ * @deprecated this conversion method is temporary in version 3.1, as the
{@link
+ * DifferentiableUnivariateFunction} interface itself is deprecated
+ */
+ @Deprecated
+ public static UnivariateDifferentiable toUnivariateDifferential(final
DifferentiableUnivariateFunction f) {
+ return new UnivariateDifferentiable() {
+
+ /** {@inheritDoc} */
+ public double value(final double x) {
+ return f.value(x);
+ }
+
+ /** {@inheritDoc}
+ * @exception DimensionMismatchException if number of parameters
or derivation
+ * order are higher than 1
+ */
+ public DerivativeStructure value(final DerivativeStructure t)
+ throws DimensionMismatchException {
+ if (t.getFreeParameters() != 1) {
+ throw new
DimensionMismatchException(t.getFreeParameters(), 1);
+ }
+ if (t.getOrder() > 1) {
+ throw new DimensionMismatchException(t.getOrder(), 1);
+ }
+ return t.compose(new double[] {
+ f.value(t.getValue()),
+ f.derivative().value(t.getValue())
+ });
+ }
+
+ };
+ }
+
}
