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Statistical sampling library for use in virtdata libraries, based
on apache commons math 4
/*
* 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.math4.analysis.function;
import org.apache.commons.math4.analysis.ParametricUnivariateFunction;
import org.apache.commons.math4.analysis.differentiation.DerivativeStructure;
import org.apache.commons.math4.analysis.differentiation.UnivariateDifferentiableFunction;
import org.apache.commons.math4.exception.DimensionMismatchException;
import org.apache.commons.math4.exception.NullArgumentException;
import org.apache.commons.math4.util.FastMath;
/**
*
* simple harmonic oscillator function.
*
* @since 3.0
*/
public class HarmonicOscillator implements UnivariateDifferentiableFunction {
/** Amplitude. */
private final double amplitude;
/** Angular frequency. */
private final double omega;
/** Phase. */
private final double phase;
/**
* Harmonic oscillator function.
*
* @param amplitude Amplitude.
* @param omega Angular frequency.
* @param phase Phase.
*/
public HarmonicOscillator(double amplitude,
double omega,
double phase) {
this.amplitude = amplitude;
this.omega = omega;
this.phase = phase;
}
/** {@inheritDoc} */
@Override
public double value(double x) {
return value(omega * x + phase, amplitude);
}
/**
* Parametric function where the input array contains the parameters of
* the harmonic oscillator function, ordered as follows:
*
* - Amplitude
* - Angular frequency
* - Phase
*
*/
public static class Parametric implements ParametricUnivariateFunction {
/**
* Computes the value of the harmonic oscillator at {@code x}.
*
* @param x Value for which the function must be computed.
* @param param Values of norm, mean and standard deviation.
* @return the value of the function.
* @throws NullArgumentException if {@code param} is {@code null}.
* @throws DimensionMismatchException if the size of {@code param} is
* not 3.
*/
@Override
public double value(double x, double ... param)
throws NullArgumentException,
DimensionMismatchException {
validateParameters(param);
return HarmonicOscillator.value(x * param[1] + param[2], param[0]);
}
/**
* Computes the value of the gradient at {@code x}.
* The components of the gradient vector are the partial
* derivatives of the function with respect to each of the
* parameters (amplitude, angular frequency and phase).
*
* @param x Value at which the gradient must be computed.
* @param param Values of amplitude, angular frequency and phase.
* @return the gradient vector at {@code x}.
* @throws NullArgumentException if {@code param} is {@code null}.
* @throws DimensionMismatchException if the size of {@code param} is
* not 3.
*/
@Override
public double[] gradient(double x, double ... param)
throws NullArgumentException,
DimensionMismatchException {
validateParameters(param);
final double amplitude = param[0];
final double omega = param[1];
final double phase = param[2];
final double xTimesOmegaPlusPhase = omega * x + phase;
final double a = HarmonicOscillator.value(xTimesOmegaPlusPhase, 1);
final double p = -amplitude * FastMath.sin(xTimesOmegaPlusPhase);
final double w = p * x;
return new double[] { a, w, p };
}
/**
* Validates parameters to ensure they are appropriate for the evaluation of
* the {@link #value(double,double[])} and {@link #gradient(double,double[])}
* methods.
*
* @param param Values of norm, mean and standard deviation.
* @throws NullArgumentException if {@code param} is {@code null}.
* @throws DimensionMismatchException if the size of {@code param} is
* not 3.
*/
private void validateParameters(double[] param)
throws NullArgumentException,
DimensionMismatchException {
if (param == null) {
throw new NullArgumentException();
}
if (param.length != 3) {
throw new DimensionMismatchException(param.length, 3);
}
}
}
/**
* @param xTimesOmegaPlusPhase {@code omega * x + phase}.
* @param amplitude Amplitude.
* @return the value of the harmonic oscillator function at {@code x}.
*/
private static double value(double xTimesOmegaPlusPhase,
double amplitude) {
return amplitude * FastMath.cos(xTimesOmegaPlusPhase);
}
/** {@inheritDoc}
* @since 3.1
*/
@Override
public DerivativeStructure value(final DerivativeStructure t)
throws DimensionMismatchException {
final double x = t.getValue();
double[] f = new double[t.getOrder() + 1];
final double alpha = omega * x + phase;
f[0] = amplitude * FastMath.cos(alpha);
if (f.length > 1) {
f[1] = -amplitude * omega * FastMath.sin(alpha);
final double mo2 = - omega * omega;
for (int i = 2; i < f.length; ++i) {
f[i] = mo2 * f[i - 2];
}
}
return t.compose(f);
}
}