All Downloads are FREE. Search and download functionalities are using the official Maven repository.

org.apache.commons.math3.analysis.differentiation.DerivativeStructure Maven / Gradle / Ivy

Go to download

A Java's Collaborative Filtering library to carry out experiments in research of Collaborative Filtering based Recommender Systems. The library has been designed from researchers to researchers.

The newest version!
/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package org.apache.commons.math3.analysis.differentiation;

import java.io.Serializable;

import org.apache.commons.math3.Field;
import org.apache.commons.math3.FieldElement;
import org.apache.commons.math3.RealFieldElement;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.MathArithmeticException;
import org.apache.commons.math3.exception.NumberIsTooLargeException;
import org.apache.commons.math3.util.FastMath;
import org.apache.commons.math3.util.MathArrays;
import org.apache.commons.math3.util.MathUtils;

/** Class representing both the value and the differentials of a function.
 * 

This class is the workhorse of the differentiation package.

*

This class is an implementation of the extension to Rall's * numbers described in Dan Kalman's paper Doubly * Recursive Multivariate Automatic Differentiation, Mathematics Magazine, vol. 75, * no. 3, June 2002. Rall's numbers are an extension to the real numbers used * throughout mathematical expressions; they hold the derivative together with the * value of a function. Dan Kalman's derivative structures hold all partial derivatives * up to any specified order, with respect to any number of free parameters. Rall's * numbers therefore can be seen as derivative structures for order one derivative and * one free parameter, and real numbers can be seen as derivative structures with zero * order derivative and no free parameters.

*

{@link DerivativeStructure} instances can be used directly thanks to * the arithmetic operators to the mathematical functions provided as * methods by this class (+, -, *, /, %, sin, cos ...).

*

Implementing complex expressions by hand using these classes is * a tedious and error-prone task but has the advantage of having no limitation * on the derivation order despite no requiring users to compute the derivatives by * themselves. Implementing complex expression can also be done by developing computation * code using standard primitive double values and to use {@link * UnivariateFunctionDifferentiator differentiators} to create the {@link * DerivativeStructure}-based instances. This method is simpler but may be limited in * the accuracy and derivation orders and may be computationally intensive (this is * typically the case for {@link FiniteDifferencesDifferentiator finite differences * differentiator}.

*

Instances of this class are guaranteed to be immutable.

* @see DSCompiler * @since 3.1 */ public class DerivativeStructure implements RealFieldElement, Serializable { /** Serializable UID. */ private static final long serialVersionUID = 20120730L; /** Compiler for the current dimensions. */ private transient DSCompiler compiler; /** Combined array holding all values. */ private final double[] data; /** Build an instance with all values and derivatives set to 0. * @param compiler compiler to use for computation */ private DerivativeStructure(final DSCompiler compiler) { this.compiler = compiler; this.data = new double[compiler.getSize()]; } /** Build an instance with all values and derivatives set to 0. * @param parameters number of free parameters * @param order derivation order * @throws NumberIsTooLargeException if order is too large */ public DerivativeStructure(final int parameters, final int order) throws NumberIsTooLargeException { this(DSCompiler.getCompiler(parameters, order)); } /** Build an instance representing a constant value. * @param parameters number of free parameters * @param order derivation order * @param value value of the constant * @throws NumberIsTooLargeException if order is too large * @see #DerivativeStructure(int, int, int, double) */ public DerivativeStructure(final int parameters, final int order, final double value) throws NumberIsTooLargeException { this(parameters, order); this.data[0] = value; } /** Build an instance representing a variable. *

Instances built using this constructor are considered * to be the free variables with respect to which differentials * are computed. As such, their differential with respect to * themselves is +1.

* @param parameters number of free parameters * @param order derivation order * @param index index of the variable (from 0 to {@code parameters - 1}) * @param value value of the variable * @exception NumberIsTooLargeException if {@code index >= parameters}. * @see #DerivativeStructure(int, int, double) */ public DerivativeStructure(final int parameters, final int order, final int index, final double value) throws NumberIsTooLargeException { this(parameters, order, value); if (index >= parameters) { throw new NumberIsTooLargeException(index, parameters, false); } if (order > 0) { // the derivative of the variable with respect to itself is 1. data[DSCompiler.getCompiler(index, order).getSize()] = 1.0; } } /** Linear combination constructor. * The derivative structure built will be a1 * ds1 + a2 * ds2 * @param a1 first scale factor * @param ds1 first base (unscaled) derivative structure * @param a2 second scale factor * @param ds2 second base (unscaled) derivative structure * @exception DimensionMismatchException if number of free parameters or orders are inconsistent */ public DerivativeStructure(final double a1, final DerivativeStructure ds1, final double a2, final DerivativeStructure ds2) throws DimensionMismatchException { this(ds1.compiler); compiler.checkCompatibility(ds2.compiler); compiler.linearCombination(a1, ds1.data, 0, a2, ds2.data, 0, data, 0); } /** Linear combination constructor. * The derivative structure built will be a1 * ds1 + a2 * ds2 + a3 * ds3 * @param a1 first scale factor * @param ds1 first base (unscaled) derivative structure * @param a2 second scale factor * @param ds2 second base (unscaled) derivative structure * @param a3 third scale factor * @param ds3 third base (unscaled) derivative structure * @exception DimensionMismatchException if number of free parameters or orders are inconsistent */ public DerivativeStructure(final double a1, final DerivativeStructure ds1, final double a2, final DerivativeStructure ds2, final double a3, final DerivativeStructure ds3) throws DimensionMismatchException { this(ds1.compiler); compiler.checkCompatibility(ds2.compiler); compiler.checkCompatibility(ds3.compiler); compiler.linearCombination(a1, ds1.data, 0, a2, ds2.data, 0, a3, ds3.data, 0, data, 0); } /** Linear combination constructor. * The derivative structure built will be a1 * ds1 + a2 * ds2 + a3 * ds3 + a4 * ds4 * @param a1 first scale factor * @param ds1 first base (unscaled) derivative structure * @param a2 second scale factor * @param ds2 second base (unscaled) derivative structure * @param a3 third scale factor * @param ds3 third base (unscaled) derivative structure * @param a4 fourth scale factor * @param ds4 fourth base (unscaled) derivative structure * @exception DimensionMismatchException if number of free parameters or orders are inconsistent */ public DerivativeStructure(final double a1, final DerivativeStructure ds1, final double a2, final DerivativeStructure ds2, final double a3, final DerivativeStructure ds3, final double a4, final DerivativeStructure ds4) throws DimensionMismatchException { this(ds1.compiler); compiler.checkCompatibility(ds2.compiler); compiler.checkCompatibility(ds3.compiler); compiler.checkCompatibility(ds4.compiler); compiler.linearCombination(a1, ds1.data, 0, a2, ds2.data, 0, a3, ds3.data, 0, a4, ds4.data, 0, data, 0); } /** Build an instance from all its derivatives. * @param parameters number of free parameters * @param order derivation order * @param derivatives derivatives sorted according to * {@link DSCompiler#getPartialDerivativeIndex(int...)} * @exception DimensionMismatchException if derivatives array does not match the * {@link DSCompiler#getSize() size} expected by the compiler * @throws NumberIsTooLargeException if order is too large * @see #getAllDerivatives() */ public DerivativeStructure(final int parameters, final int order, final double ... derivatives) throws DimensionMismatchException, NumberIsTooLargeException { this(parameters, order); if (derivatives.length != data.length) { throw new DimensionMismatchException(derivatives.length, data.length); } System.arraycopy(derivatives, 0, data, 0, data.length); } /** Copy constructor. * @param ds instance to copy */ private DerivativeStructure(final DerivativeStructure ds) { this.compiler = ds.compiler; this.data = ds.data.clone(); } /** Get the number of free parameters. * @return number of free parameters */ public int getFreeParameters() { return compiler.getFreeParameters(); } /** Get the derivation order. * @return derivation order */ public int getOrder() { return compiler.getOrder(); } /** Create a constant compatible with instance order and number of parameters. *

* This method is a convenience factory method, it simply calls * {@code new DerivativeStructure(getFreeParameters(), getOrder(), c)} *

* @param c value of the constant * @return a constant compatible with instance order and number of parameters * @see #DerivativeStructure(int, int, double) * @since 3.3 */ public DerivativeStructure createConstant(final double c) { return new DerivativeStructure(getFreeParameters(), getOrder(), c); } /** {@inheritDoc} * @since 3.2 */ public double getReal() { return data[0]; } /** Get the value part of the derivative structure. * @return value part of the derivative structure * @see #getPartialDerivative(int...) */ public double getValue() { return data[0]; } /** Get a partial derivative. * @param orders derivation orders with respect to each variable (if all orders are 0, * the value is returned) * @return partial derivative * @see #getValue() * @exception DimensionMismatchException if the numbers of variables does not * match the instance * @exception NumberIsTooLargeException if sum of derivation orders is larger * than the instance limits */ public double getPartialDerivative(final int ... orders) throws DimensionMismatchException, NumberIsTooLargeException { return data[compiler.getPartialDerivativeIndex(orders)]; } /** Get all partial derivatives. * @return a fresh copy of partial derivatives, in an array sorted according to * {@link DSCompiler#getPartialDerivativeIndex(int...)} */ public double[] getAllDerivatives() { return data.clone(); } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure add(final double a) { final DerivativeStructure ds = new DerivativeStructure(this); ds.data[0] += a; return ds; } /** {@inheritDoc} * @exception DimensionMismatchException if number of free parameters * or orders do not match */ public DerivativeStructure add(final DerivativeStructure a) throws DimensionMismatchException { compiler.checkCompatibility(a.compiler); final DerivativeStructure ds = new DerivativeStructure(this); compiler.add(data, 0, a.data, 0, ds.data, 0); return ds; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure subtract(final double a) { return add(-a); } /** {@inheritDoc} * @exception DimensionMismatchException if number of free parameters * or orders do not match */ public DerivativeStructure subtract(final DerivativeStructure a) throws DimensionMismatchException { compiler.checkCompatibility(a.compiler); final DerivativeStructure ds = new DerivativeStructure(this); compiler.subtract(data, 0, a.data, 0, ds.data, 0); return ds; } /** {@inheritDoc} */ public DerivativeStructure multiply(final int n) { return multiply((double) n); } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure multiply(final double a) { final DerivativeStructure ds = new DerivativeStructure(this); for (int i = 0; i < ds.data.length; ++i) { ds.data[i] *= a; } return ds; } /** {@inheritDoc} * @exception DimensionMismatchException if number of free parameters * or orders do not match */ public DerivativeStructure multiply(final DerivativeStructure a) throws DimensionMismatchException { compiler.checkCompatibility(a.compiler); final DerivativeStructure result = new DerivativeStructure(compiler); compiler.multiply(data, 0, a.data, 0, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure divide(final double a) { final DerivativeStructure ds = new DerivativeStructure(this); for (int i = 0; i < ds.data.length; ++i) { ds.data[i] /= a; } return ds; } /** {@inheritDoc} * @exception DimensionMismatchException if number of free parameters * or orders do not match */ public DerivativeStructure divide(final DerivativeStructure a) throws DimensionMismatchException { compiler.checkCompatibility(a.compiler); final DerivativeStructure result = new DerivativeStructure(compiler); compiler.divide(data, 0, a.data, 0, result.data, 0); return result; } /** {@inheritDoc} */ public DerivativeStructure remainder(final double a) { final DerivativeStructure ds = new DerivativeStructure(this); ds.data[0] = FastMath.IEEEremainder(ds.data[0], a); return ds; } /** {@inheritDoc} * @exception DimensionMismatchException if number of free parameters * or orders do not match * @since 3.2 */ public DerivativeStructure remainder(final DerivativeStructure a) throws DimensionMismatchException { compiler.checkCompatibility(a.compiler); final DerivativeStructure result = new DerivativeStructure(compiler); compiler.remainder(data, 0, a.data, 0, result.data, 0); return result; } /** {@inheritDoc} */ public DerivativeStructure negate() { final DerivativeStructure ds = new DerivativeStructure(compiler); for (int i = 0; i < ds.data.length; ++i) { ds.data[i] = -data[i]; } return ds; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure abs() { if (Double.doubleToLongBits(data[0]) < 0) { // we use the bits representation to also handle -0.0 return negate(); } else { return this; } } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure ceil() { return new DerivativeStructure(compiler.getFreeParameters(), compiler.getOrder(), FastMath.ceil(data[0])); } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure floor() { return new DerivativeStructure(compiler.getFreeParameters(), compiler.getOrder(), FastMath.floor(data[0])); } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure rint() { return new DerivativeStructure(compiler.getFreeParameters(), compiler.getOrder(), FastMath.rint(data[0])); } /** {@inheritDoc} */ public long round() { return FastMath.round(data[0]); } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure signum() { return new DerivativeStructure(compiler.getFreeParameters(), compiler.getOrder(), FastMath.signum(data[0])); } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure copySign(final DerivativeStructure sign){ long m = Double.doubleToLongBits(data[0]); long s = Double.doubleToLongBits(sign.data[0]); if ((m >= 0 && s >= 0) || (m < 0 && s < 0)) { // Sign is currently OK return this; } return negate(); // flip sign } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure copySign(final double sign) { long m = Double.doubleToLongBits(data[0]); long s = Double.doubleToLongBits(sign); if ((m >= 0 && s >= 0) || (m < 0 && s < 0)) { // Sign is currently OK return this; } return negate(); // flip sign } /** * Return the exponent of the instance value, removing the bias. *

* For double numbers of the form 2x, the unbiased * exponent is exactly x. *

* @return exponent for instance in IEEE754 representation, without bias */ public int getExponent() { return FastMath.getExponent(data[0]); } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure scalb(final int n) { final DerivativeStructure ds = new DerivativeStructure(compiler); for (int i = 0; i < ds.data.length; ++i) { ds.data[i] = FastMath.scalb(data[i], n); } return ds; } /** {@inheritDoc} * @exception DimensionMismatchException if number of free parameters * or orders do not match * @since 3.2 */ public DerivativeStructure hypot(final DerivativeStructure y) throws DimensionMismatchException { compiler.checkCompatibility(y.compiler); if (Double.isInfinite(data[0]) || Double.isInfinite(y.data[0])) { return new DerivativeStructure(compiler.getFreeParameters(), compiler.getFreeParameters(), Double.POSITIVE_INFINITY); } else if (Double.isNaN(data[0]) || Double.isNaN(y.data[0])) { return new DerivativeStructure(compiler.getFreeParameters(), compiler.getFreeParameters(), Double.NaN); } else { final int expX = getExponent(); final int expY = y.getExponent(); if (expX > expY + 27) { // y is neglectible with respect to x return abs(); } else if (expY > expX + 27) { // x is neglectible with respect to y return y.abs(); } else { // find an intermediate scale to avoid both overflow and underflow final int middleExp = (expX + expY) / 2; // scale parameters without losing precision final DerivativeStructure scaledX = scalb(-middleExp); final DerivativeStructure scaledY = y.scalb(-middleExp); // compute scaled hypotenuse final DerivativeStructure scaledH = scaledX.multiply(scaledX).add(scaledY.multiply(scaledY)).sqrt(); // remove scaling return scaledH.scalb(middleExp); } } } /** * Returns the hypotenuse of a triangle with sides {@code x} and {@code y} * - sqrt(x2 +y2) * avoiding intermediate overflow or underflow. * *
    *
  • If either argument is infinite, then the result is positive infinity.
  • *
  • else, if either argument is NaN then the result is NaN.
  • *
* * @param x a value * @param y a value * @return sqrt(x2 +y2) * @exception DimensionMismatchException if number of free parameters * or orders do not match * @since 3.2 */ public static DerivativeStructure hypot(final DerivativeStructure x, final DerivativeStructure y) throws DimensionMismatchException { return x.hypot(y); } /** Compute composition of the instance by a univariate function. * @param f array of value and derivatives of the function at * the current point (i.e. [f({@link #getValue()}), * f'({@link #getValue()}), f''({@link #getValue()})...]). * @return f(this) * @exception DimensionMismatchException if the number of derivatives * in the array is not equal to {@link #getOrder() order} + 1 */ public DerivativeStructure compose(final double ... f) throws DimensionMismatchException { if (f.length != getOrder() + 1) { throw new DimensionMismatchException(f.length, getOrder() + 1); } final DerivativeStructure result = new DerivativeStructure(compiler); compiler.compose(data, 0, f, result.data, 0); return result; } /** {@inheritDoc} */ public DerivativeStructure reciprocal() { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.pow(data, 0, -1, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure sqrt() { return rootN(2); } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure cbrt() { return rootN(3); } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure rootN(final int n) { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.rootN(data, 0, n, result.data, 0); return result; } /** {@inheritDoc} */ public Field getField() { return new Field() { /** {@inheritDoc} */ public DerivativeStructure getZero() { return new DerivativeStructure(compiler.getFreeParameters(), compiler.getOrder(), 0.0); } /** {@inheritDoc} */ public DerivativeStructure getOne() { return new DerivativeStructure(compiler.getFreeParameters(), compiler.getOrder(), 1.0); } /** {@inheritDoc} */ public Class> getRuntimeClass() { return DerivativeStructure.class; } }; } /** Compute ax where a is a double and x a {@link DerivativeStructure} * @param a number to exponentiate * @param x power to apply * @return ax * @since 3.3 */ public static DerivativeStructure pow(final double a, final DerivativeStructure x) { final DerivativeStructure result = new DerivativeStructure(x.compiler); x.compiler.pow(a, x.data, 0, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure pow(final double p) { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.pow(data, 0, p, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure pow(final int n) { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.pow(data, 0, n, result.data, 0); return result; } /** {@inheritDoc} * @exception DimensionMismatchException if number of free parameters * or orders do not match * @since 3.2 */ public DerivativeStructure pow(final DerivativeStructure e) throws DimensionMismatchException { compiler.checkCompatibility(e.compiler); final DerivativeStructure result = new DerivativeStructure(compiler); compiler.pow(data, 0, e.data, 0, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure exp() { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.exp(data, 0, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure expm1() { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.expm1(data, 0, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure log() { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.log(data, 0, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure log1p() { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.log1p(data, 0, result.data, 0); return result; } /** Base 10 logarithm. * @return base 10 logarithm of the instance */ public DerivativeStructure log10() { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.log10(data, 0, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure cos() { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.cos(data, 0, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure sin() { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.sin(data, 0, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure tan() { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.tan(data, 0, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure acos() { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.acos(data, 0, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure asin() { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.asin(data, 0, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure atan() { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.atan(data, 0, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure atan2(final DerivativeStructure x) throws DimensionMismatchException { compiler.checkCompatibility(x.compiler); final DerivativeStructure result = new DerivativeStructure(compiler); compiler.atan2(data, 0, x.data, 0, result.data, 0); return result; } /** Two arguments arc tangent operation. * @param y first argument of the arc tangent * @param x second argument of the arc tangent * @return atan2(y, x) * @exception DimensionMismatchException if number of free parameters * or orders do not match * @since 3.2 */ public static DerivativeStructure atan2(final DerivativeStructure y, final DerivativeStructure x) throws DimensionMismatchException { return y.atan2(x); } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure cosh() { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.cosh(data, 0, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure sinh() { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.sinh(data, 0, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure tanh() { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.tanh(data, 0, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure acosh() { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.acosh(data, 0, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure asinh() { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.asinh(data, 0, result.data, 0); return result; } /** {@inheritDoc} * @since 3.2 */ public DerivativeStructure atanh() { final DerivativeStructure result = new DerivativeStructure(compiler); compiler.atanh(data, 0, result.data, 0); return result; } /** Convert radians to degrees, with error of less than 0.5 ULP * @return instance converted into degrees */ public DerivativeStructure toDegrees() { final DerivativeStructure ds = new DerivativeStructure(compiler); for (int i = 0; i < ds.data.length; ++i) { ds.data[i] = FastMath.toDegrees(data[i]); } return ds; } /** Convert degrees to radians, with error of less than 0.5 ULP * @return instance converted into radians */ public DerivativeStructure toRadians() { final DerivativeStructure ds = new DerivativeStructure(compiler); for (int i = 0; i < ds.data.length; ++i) { ds.data[i] = FastMath.toRadians(data[i]); } return ds; } /** Evaluate Taylor expansion a derivative structure. * @param delta parameters offsets (Δx, Δy, ...) * @return value of the Taylor expansion at x + Δx, y + Δy, ... * @throws MathArithmeticException if factorials becomes too large */ public double taylor(final double ... delta) throws MathArithmeticException { return compiler.taylor(data, 0, delta); } /** {@inheritDoc} * @exception DimensionMismatchException if number of free parameters * or orders do not match * @since 3.2 */ public DerivativeStructure linearCombination(final DerivativeStructure[] a, final DerivativeStructure[] b) throws DimensionMismatchException { // compute an accurate value, taking care of cancellations final double[] aDouble = new double[a.length]; for (int i = 0; i < a.length; ++i) { aDouble[i] = a[i].getValue(); } final double[] bDouble = new double[b.length]; for (int i = 0; i < b.length; ++i) { bDouble[i] = b[i].getValue(); } final double accurateValue = MathArrays.linearCombination(aDouble, bDouble); // compute a simple value, with all partial derivatives DerivativeStructure simpleValue = a[0].getField().getZero(); for (int i = 0; i < a.length; ++i) { simpleValue = simpleValue.add(a[i].multiply(b[i])); } // create a result with accurate value and all derivatives (not necessarily as accurate as the value) final double[] all = simpleValue.getAllDerivatives(); all[0] = accurateValue; return new DerivativeStructure(simpleValue.getFreeParameters(), simpleValue.getOrder(), all); } /** {@inheritDoc} * @exception DimensionMismatchException if number of free parameters * or orders do not match * @since 3.2 */ public DerivativeStructure linearCombination(final double[] a, final DerivativeStructure[] b) throws DimensionMismatchException { // compute an accurate value, taking care of cancellations final double[] bDouble = new double[b.length]; for (int i = 0; i < b.length; ++i) { bDouble[i] = b[i].getValue(); } final double accurateValue = MathArrays.linearCombination(a, bDouble); // compute a simple value, with all partial derivatives DerivativeStructure simpleValue = b[0].getField().getZero(); for (int i = 0; i < a.length; ++i) { simpleValue = simpleValue.add(b[i].multiply(a[i])); } // create a result with accurate value and all derivatives (not necessarily as accurate as the value) final double[] all = simpleValue.getAllDerivatives(); all[0] = accurateValue; return new DerivativeStructure(simpleValue.getFreeParameters(), simpleValue.getOrder(), all); } /** {@inheritDoc} * @exception DimensionMismatchException if number of free parameters * or orders do not match * @since 3.2 */ public DerivativeStructure linearCombination(final DerivativeStructure a1, final DerivativeStructure b1, final DerivativeStructure a2, final DerivativeStructure b2) throws DimensionMismatchException { // compute an accurate value, taking care of cancellations final double accurateValue = MathArrays.linearCombination(a1.getValue(), b1.getValue(), a2.getValue(), b2.getValue()); // compute a simple value, with all partial derivatives final DerivativeStructure simpleValue = a1.multiply(b1).add(a2.multiply(b2)); // create a result with accurate value and all derivatives (not necessarily as accurate as the value) final double[] all = simpleValue.getAllDerivatives(); all[0] = accurateValue; return new DerivativeStructure(getFreeParameters(), getOrder(), all); } /** {@inheritDoc} * @exception DimensionMismatchException if number of free parameters * or orders do not match * @since 3.2 */ public DerivativeStructure linearCombination(final double a1, final DerivativeStructure b1, final double a2, final DerivativeStructure b2) throws DimensionMismatchException { // compute an accurate value, taking care of cancellations final double accurateValue = MathArrays.linearCombination(a1, b1.getValue(), a2, b2.getValue()); // compute a simple value, with all partial derivatives final DerivativeStructure simpleValue = b1.multiply(a1).add(b2.multiply(a2)); // create a result with accurate value and all derivatives (not necessarily as accurate as the value) final double[] all = simpleValue.getAllDerivatives(); all[0] = accurateValue; return new DerivativeStructure(getFreeParameters(), getOrder(), all); } /** {@inheritDoc} * @exception DimensionMismatchException if number of free parameters * or orders do not match * @since 3.2 */ public DerivativeStructure linearCombination(final DerivativeStructure a1, final DerivativeStructure b1, final DerivativeStructure a2, final DerivativeStructure b2, final DerivativeStructure a3, final DerivativeStructure b3) throws DimensionMismatchException { // compute an accurate value, taking care of cancellations final double accurateValue = MathArrays.linearCombination(a1.getValue(), b1.getValue(), a2.getValue(), b2.getValue(), a3.getValue(), b3.getValue()); // compute a simple value, with all partial derivatives final DerivativeStructure simpleValue = a1.multiply(b1).add(a2.multiply(b2)).add(a3.multiply(b3)); // create a result with accurate value and all derivatives (not necessarily as accurate as the value) final double[] all = simpleValue.getAllDerivatives(); all[0] = accurateValue; return new DerivativeStructure(getFreeParameters(), getOrder(), all); } /** {@inheritDoc} * @exception DimensionMismatchException if number of free parameters * or orders do not match * @since 3.2 */ public DerivativeStructure linearCombination(final double a1, final DerivativeStructure b1, final double a2, final DerivativeStructure b2, final double a3, final DerivativeStructure b3) throws DimensionMismatchException { // compute an accurate value, taking care of cancellations final double accurateValue = MathArrays.linearCombination(a1, b1.getValue(), a2, b2.getValue(), a3, b3.getValue()); // compute a simple value, with all partial derivatives final DerivativeStructure simpleValue = b1.multiply(a1).add(b2.multiply(a2)).add(b3.multiply(a3)); // create a result with accurate value and all derivatives (not necessarily as accurate as the value) final double[] all = simpleValue.getAllDerivatives(); all[0] = accurateValue; return new DerivativeStructure(getFreeParameters(), getOrder(), all); } /** {@inheritDoc} * @exception DimensionMismatchException if number of free parameters * or orders do not match * @since 3.2 */ public DerivativeStructure linearCombination(final DerivativeStructure a1, final DerivativeStructure b1, final DerivativeStructure a2, final DerivativeStructure b2, final DerivativeStructure a3, final DerivativeStructure b3, final DerivativeStructure a4, final DerivativeStructure b4) throws DimensionMismatchException { // compute an accurate value, taking care of cancellations final double accurateValue = MathArrays.linearCombination(a1.getValue(), b1.getValue(), a2.getValue(), b2.getValue(), a3.getValue(), b3.getValue(), a4.getValue(), b4.getValue()); // compute a simple value, with all partial derivatives final DerivativeStructure simpleValue = a1.multiply(b1).add(a2.multiply(b2)).add(a3.multiply(b3)).add(a4.multiply(b4)); // create a result with accurate value and all derivatives (not necessarily as accurate as the value) final double[] all = simpleValue.getAllDerivatives(); all[0] = accurateValue; return new DerivativeStructure(getFreeParameters(), getOrder(), all); } /** {@inheritDoc} * @exception DimensionMismatchException if number of free parameters * or orders do not match * @since 3.2 */ public DerivativeStructure linearCombination(final double a1, final DerivativeStructure b1, final double a2, final DerivativeStructure b2, final double a3, final DerivativeStructure b3, final double a4, final DerivativeStructure b4) throws DimensionMismatchException { // compute an accurate value, taking care of cancellations final double accurateValue = MathArrays.linearCombination(a1, b1.getValue(), a2, b2.getValue(), a3, b3.getValue(), a4, b4.getValue()); // compute a simple value, with all partial derivatives final DerivativeStructure simpleValue = b1.multiply(a1).add(b2.multiply(a2)).add(b3.multiply(a3)).add(b4.multiply(a4)); // create a result with accurate value and all derivatives (not necessarily as accurate as the value) final double[] all = simpleValue.getAllDerivatives(); all[0] = accurateValue; return new DerivativeStructure(getFreeParameters(), getOrder(), all); } /** * Test for the equality of two derivative structures. *

* Derivative structures are considered equal if they have the same number * of free parameters, the same derivation order, and the same derivatives. *

* @param other Object to test for equality to this * @return true if two derivative structures are equal * @since 3.2 */ @Override public boolean equals(Object other) { if (this == other) { return true; } if (other instanceof DerivativeStructure) { final DerivativeStructure rhs = (DerivativeStructure)other; return (getFreeParameters() == rhs.getFreeParameters()) && (getOrder() == rhs.getOrder()) && MathArrays.equals(data, rhs.data); } return false; } /** * Get a hashCode for the derivative structure. * @return a hash code value for this object * @since 3.2 */ @Override public int hashCode() { return 227 + 229 * getFreeParameters() + 233 * getOrder() + 239 * MathUtils.hash(data); } /** * Replace the instance with a data transfer object for serialization. * @return data transfer object that will be serialized */ private Object writeReplace() { return new DataTransferObject(compiler.getFreeParameters(), compiler.getOrder(), data); } /** Internal class used only for serialization. */ private static class DataTransferObject implements Serializable { /** Serializable UID. */ private static final long serialVersionUID = 20120730L; /** Number of variables. * @serial */ private final int variables; /** Derivation order. * @serial */ private final int order; /** Partial derivatives. * @serial */ private final double[] data; /** Simple constructor. * @param variables number of variables * @param order derivation order * @param data partial derivatives */ DataTransferObject(final int variables, final int order, final double[] data) { this.variables = variables; this.order = order; this.data = data; } /** Replace the deserialized data transfer object with a {@link DerivativeStructure}. * @return replacement {@link DerivativeStructure} */ private Object readResolve() { return new DerivativeStructure(variables, order, data); } } }




© 2015 - 2024 Weber Informatics LLC | Privacy Policy