001 /*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements. See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License. You may obtain a copy of the License at
008 *
009 * http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017 package org.apache.commons.math3.analysis.differentiation;
018
019 import org.apache.commons.math3.analysis.MultivariateVectorFunction;
020
021 /** Class representing the gradient of a multivariate function.
022 * <p>
023 * The vectorial components of the function represent the derivatives
024 * with respect to each function parameters.
025 * </p>
026 * @version $Id: GradientFunction.java 1416643 2012-12-03 19:37:14Z tn $
027 * @since 3.1
028 */
029 public class GradientFunction implements MultivariateVectorFunction {
030
031 /** Underlying real-valued function. */
032 private final MultivariateDifferentiableFunction f;
033
034 /** Simple constructor.
035 * @param f underlying real-valued function
036 */
037 public GradientFunction(final MultivariateDifferentiableFunction f) {
038 this.f = f;
039 }
040
041 /** {@inheritDoc} */
042 public double[] value(double[] point)
043 throws IllegalArgumentException {
044
045 // set up parameters
046 final DerivativeStructure[] dsX = new DerivativeStructure[point.length];
047 for (int i = 0; i < point.length; ++i) {
048 dsX[i] = new DerivativeStructure(point.length, 1, i, point[i]);
049 }
050
051 // compute the derivatives
052 final DerivativeStructure dsY = f.value(dsX);
053
054 // extract the gradient
055 final double[] y = new double[point.length];
056 final int[] orders = new int[point.length];
057 for (int i = 0; i < point.length; ++i) {
058 orders[i] = 1;
059 y[i] = dsY.getPartialDerivative(orders);
060 orders[i] = 0;
061 }
062
063 return y;
064
065 }
066
067 }