Package com.irurueta.numerical

Class JacobianEstimator

java.lang.Object

com.irurueta.numerical.JacobianEstimator

public class JacobianEstimator
extends Object

Class to estimate the Jacobian of a multi variate and multidimensional function. This class evaluates a function at very close locations of a given input point in order to determine the Jacobian at such point.

Field Summary

Fields

Modifier and Type	Field	Description
static final double	EPS	Constant considered as machine precision.
private final MultiVariateFunctionEvaluatorListener	listener	Listener to evaluate a multivariate function.
private double[]	xh	Internal array to hold input parameter's values.

Constructor Summary

Constructors

Constructor	Description
JacobianEstimator(MultiVariateFunctionEvaluatorListener listener)	Constructor.

Method Summary

Modifier and Type	Method	Description
com.irurueta.algebra.Matrix	jacobian(double[] point)	Returns the Jacobian of a multivariate function at provided point.
void	jacobian(double[] point, com.irurueta.algebra.Matrix result)	Sets estimated jacobian in provided result matrix of a multivariate function at provided point.

Methods inherited from class java.lang.Object

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

Field Details

EPS

public static final double EPS

Constant considered as machine precision.

See Also:

• Constant Field Values

listener

private final MultiVariateFunctionEvaluatorListener listener

Listener to evaluate a multivariate function.

xh

private double[] xh

Internal array to hold input parameter's values.

Constructor Details

JacobianEstimator

public JacobianEstimator(MultiVariateFunctionEvaluatorListener listener)

Constructor.

Parameters:

listener - listener to evaluate a multivariate function.

Method Details

jacobian

public com.irurueta.algebra.Matrix jacobian(double[] point)
                                     throws EvaluationException

Returns the Jacobian of a multivariate function at provided point.

Parameters:

point - input point.

Returns:

jacobian.

Throws:

EvaluationException - raised if function cannot be evaluated.

jacobian

public void jacobian(double[] point,
 com.irurueta.algebra.Matrix result)
              throws EvaluationException

Sets estimated jacobian in provided result matrix of a multivariate function at provided point. This method is preferred respect to jacobian(double[]) because result matrix can be reused and hence is more memory efficient.

Parameters:

point - input point.

result - output matrix containing estimated jacobian. This parameter must be a matrix having the same number of columns as the length of the point and the same number of rows as the number of variables returned by function evaluations.

Throws:

EvaluationException - raised if function cannot be evaluated.

IllegalArgumentException - if size of result is not valid.