com.opengamma.strata.math.impl.function.VectorFunction Maven / Gradle / Ivy

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/*
 * Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.strata.math.impl.function;

import java.util.function.Function;

import com.opengamma.strata.collect.array.DoubleArray;
import com.opengamma.strata.collect.array.DoubleMatrix;

/**
 * Abstraction for the vector function $f: \mathbb{R}^m \to \mathbb{R}^n \quad x \mapsto f(x)$ where the 
 * Jacobian $j : \mathbb{R}^m \to \mathbb{R}^{n\times m} \quad x \mapsto j(x)$ is also provided.
 */
public abstract class VectorFunction implements Function {

  /**
   * Calculate the Jacobian at a point $\mathbf{x}$. For a function 
   * $f: \mathbb{R}^m \to \mathbb{R}^n \quad x \mapsto f(x)$, the Jacobian is a n by m matrix.
   * 
   * @param x  the input vector $\mathbf{x}$
   * @return the Jacobian $\mathbf{J}$
   */
  public abstract DoubleMatrix calculateJacobian(DoubleArray x);

  /**
   * The length of the input vector $\mathbf{x}$.
   * 
   * @return length of input vector (domain) 
   */
  public abstract int getLengthOfDomain();

  /**
   * The length of the output vector $\mathbf{y}$.
   * 
   * @return length of output vector (range) 
   */
  public abstract int getLengthOfRange();

}