1 /*
2 * Copyright (C) 2012 Alberto Irurueta Carro (alberto@irurueta.com)
3 *
4 * Licensed under the Apache License, Version 2.0 (the "License");
5 * you may not use this file except in compliance with the License.
6 * You may obtain a copy of the License at
7 *
8 * http://www.apache.org/licenses/LICENSE-2.0
9 *
10 * Unless required by applicable law or agreed to in writing, software
11 * distributed under the License is distributed on an "AS IS" BASIS,
12 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
13 * See the License for the specific language governing permissions and
14 * limitations under the License.
15 */
16 package com.irurueta.numerical;
17
18 /**
19 * Class to estimate the derivative of a single dimension function at a given
20 * point.
21 * The algorithm used in this implementation is valid for continuous functions
22 * only, otherwise inaccurate results might be obtained.
23 * This implementation is faster although less accurate than
24 * SymmetricDerivativeEstimator.
25 */
26 public class DerivativeEstimator {
27
28 /**
29 * Constant defining machine precision for this algorithm.
30 */
31 public static final double EPS = 1e-8;
32
33 /**
34 * Listener to evaluate a single dimension function.
35 */
36 protected final SingleDimensionFunctionEvaluatorListener listener;
37
38 /**
39 * Constructor
40 *
41 * @param listener listener to evaluate a single dimension function
42 */
43 public DerivativeEstimator(final SingleDimensionFunctionEvaluatorListener listener) {
44 this.listener = listener;
45 }
46
47 /**
48 * Computes the function derivative at provided point x.
49 *
50 * @param x Point where derivative is estimated
51 * @return Derivative of function at provided point
52 * @throws EvaluationException Raised if function cannot be properly
53 * evaluated
54 */
55 public double derivative(final double x) throws EvaluationException {
56 final var fold = listener.evaluate(x);
57
58 var h = EPS * Math.abs(x);
59 if (h == 0.0) {
60 // Trick to reduce finite-precision error
61 h = EPS;
62 }
63 final var xh = x + h;
64 h = xh - x;
65
66 final var fh = listener.evaluate(xh);
67 return (fh - fold) / h;
68 }
69 }