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/*
 * 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
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package org.apache.commons.math3.analysis.differentiation;

import org.apache.commons.math3.analysis.MultivariateMatrixFunction;

/** Class representing the Jacobian of a multivariate vector function.
 * 

* The rows iterate on the model functions while the columns iterate on the parameters; thus, * the numbers of rows is equal to the dimension of the underlying function vector * value and the number of columns is equal to the number of free parameters of * the underlying function. *

* @since 3.1 */ public class JacobianFunction implements MultivariateMatrixFunction { /** Underlying vector-valued function. */ private final MultivariateDifferentiableVectorFunction f; /** Simple constructor. * @param f underlying vector-valued function */ public JacobianFunction(final MultivariateDifferentiableVectorFunction f) { this.f = f; } /** {@inheritDoc} */ public double[][] value(double[] point) { // set up parameters final DerivativeStructure[] dsX = new DerivativeStructure[point.length]; for (int i = 0; i < point.length; ++i) { dsX[i] = new DerivativeStructure(point.length, 1, i, point[i]); } // compute the derivatives final DerivativeStructure[] dsY = f.value(dsX); // extract the Jacobian final double[][] y = new double[dsY.length][point.length]; final int[] orders = new int[point.length]; for (int i = 0; i < dsY.length; ++i) { for (int j = 0; j < point.length; ++j) { orders[j] = 1; y[i][j] = dsY[i].getPartialDerivative(orders); orders[j] = 0; } } return y; } }




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