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Mathematical and statistical methods
/*
* This file is part of the repicea-statistics library.
*
* Copyright (C) 2009-2015 Mathieu Fortin for Rouge-Epicea
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 3 of the License, or (at your option) any later version.
*
* This library is distributed with the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied
* warranty of MERCHANTABILITY or FITNESS FOR A
* PARTICULAR PURPOSE. See the GNU Lesser General Public
* License for more details.
*
* Please see the license at http://www.gnu.org/copyleft/lesser.html.
*/
package repicea.math;
/**
* The LogFunctionWrapper class is a specific AbstractMathematicalFunctionWrapper for log functions.
*
* @author Mathieu Fortin - December 2015
*/
@SuppressWarnings("serial")
public class LogFunctionWrapper extends AbstractMathematicalFunctionWrapper {
/**
* Constructor.
* @param originalFunction the nested AbstractMathematicalFunction instance
*/
public LogFunctionWrapper(MathematicalFunction originalFunction) {
super(originalFunction);
}
@Override
public Double getValue() {
return Math.log(getOriginalFunction().getValue());
}
@Override
public Matrix getGradient() {
return getOriginalFunction().getGradient().scalarMultiply(1d / getOriginalFunction().getValue());
}
@Override
public SymmetricMatrix getHessian() {
double invValue = 1d/getOriginalFunction().getValue();
Matrix originalGradient = getOriginalFunction().getGradient();
Matrix part1 = originalGradient.multiply(originalGradient.transpose()).scalarMultiply(- invValue * invValue);
SymmetricMatrix part2 = getOriginalFunction().getHessian().scalarMultiply(invValue);
return SymmetricMatrix.convertToSymmetricIfPossible(part1.add(part2));
}
}