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.MultivariateMatrixFunction;
020
021 /** Class representing the Jacobian of a multivariate vector function.
022 * <p>
023 * The rows iterate on the model functions while the columns iterate on the parameters; thus,
024 * the numbers of rows is equal to the dimension of the underlying function vector
025 * value and the number of columns is equal to the number of free parameters of
026 * the underlying function.
027 * </p>
028 * @version $Id: JacobianFunction.java 1416643 2012-12-03 19:37:14Z tn $
029 * @since 3.1
030 */
031 public class JacobianFunction implements MultivariateMatrixFunction {
032
033 /** Underlying vector-valued function. */
034 private final MultivariateDifferentiableVectorFunction f;
035
036 /** Simple constructor.
037 * @param f underlying vector-valued function
038 */
039 public JacobianFunction(final MultivariateDifferentiableVectorFunction f) {
040 this.f = f;
041 }
042
043 /** {@inheritDoc} */
044 public double[][] value(double[] point)
045 throws IllegalArgumentException {
046
047 // set up parameters
048 final DerivativeStructure[] dsX = new DerivativeStructure[point.length];
049 for (int i = 0; i < point.length; ++i) {
050 dsX[i] = new DerivativeStructure(point.length, 1, i, point[i]);
051 }
052
053 // compute the derivatives
054 final DerivativeStructure[] dsY = f.value(dsX);
055
056 // extract the Jacobian
057 final double[][] y = new double[dsY.length][point.length];
058 final int[] orders = new int[point.length];
059 for (int i = 0; i < dsY.length; ++i) {
060 for (int j = 0; j < point.length; ++j) {
061 orders[j] = 1;
062 y[i][j] = dsY[i].getPartialDerivative(orders);
063 orders[j] = 0;
064 }
065 }
066
067 return y;
068
069 }
070
071 }