Author: luc
Date: Wed Sep 12 11:22:56 2012
New Revision: 1383885
URL: http://svn.apache.org/viewvc?rev=1383885&view=rev
Log:
Added a wrapper class to compute gradient from differentiable function.
Added:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/GradientFunction.java
(with props)
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/differentiation/GradientFunctionTest.java
(with props)
Added:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/GradientFunction.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/GradientFunction.java?rev=1383885&view=auto
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/GradientFunction.java
(added)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/GradientFunction.java
Wed Sep 12 11:22:56 2012
@@ -0,0 +1,67 @@
+/*
+ * 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.math3.analysis.differentiation;
+
+import org.apache.commons.math3.analysis.MultivariateVectorFunction;
+
+/** Class representing the gradient of a multivariate function.
+ * <p>
+ * The vectorial components of the function represent the derivatives
+ * with respect to each function parameters.
+ * </p>
+ * @version $Id$
+ * @since 3.1
+ */
+public class GradientFunction implements MultivariateVectorFunction {
+
+ /** Underlying real-valued function. */
+ private final MultivariateDifferentiableFunction f;
+
+ /** Simple constructor.
+ * @param f underlying real-valued function
+ */
+ public GradientFunction(final MultivariateDifferentiableFunction f) {
+ this.f = f;
+ }
+
+ /** {@inheritDoc} */
+ public double[] value(double[] point)
+ throws IllegalArgumentException {
+
+ // 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 gradient
+ final double[] y = new double[point.length];
+ final int[] orders = new int[point.length];
+ for (int i = 0; i < point.length; ++i) {
+ orders[i] = 1;
+ y[i] = dsY.getPartialDerivative(orders);
+ orders[i] = 0;
+ }
+
+ return y;
+
+ }
+
+}
Propchange:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/GradientFunction.java
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svn:eol-style = native
Propchange:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/GradientFunction.java
------------------------------------------------------------------------------
svn:keywords = "Author Date Id Revision"
Added:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/differentiation/GradientFunctionTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/differentiation/GradientFunctionTest.java?rev=1383885&view=auto
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/differentiation/GradientFunctionTest.java
(added)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/differentiation/GradientFunctionTest.java
Wed Sep 12 11:22:56 2012
@@ -0,0 +1,88 @@
+/*
+ * 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.math3.analysis.differentiation;
+
+import org.apache.commons.math3.TestUtils;
+import org.apache.commons.math3.exception.DimensionMismatchException;
+import org.apache.commons.math3.exception.MathIllegalArgumentException;
+import org.apache.commons.math3.util.FastMath;
+import org.junit.Test;
+
+
+/**
+ * Test for class {@link GradientFunction}.
+ */
+public class GradientFunctionTest {
+
+ @Test
+ public void test2DDistance() {
+ EuclideanDistance f = new EuclideanDistance();
+ GradientFunction g = new GradientFunction(f);
+ for (double x = -10; x < 10; x += 0.5) {
+ for (double y = -10; y < 10; y += 0.5) {
+ double[] point = new double[] { x, y };
+ TestUtils.assertEquals(f.gradient(point), g.value(point),
1.0e-15);
+ }
+ }
+ }
+
+ @Test
+ public void test3DDistance() {
+ EuclideanDistance f = new EuclideanDistance();
+ GradientFunction g = new GradientFunction(f);
+ for (double x = -10; x < 10; x += 0.5) {
+ for (double y = -10; y < 10; y += 0.5) {
+ for (double z = -10; z < 10; z += 0.5) {
+ double[] point = new double[] { x, y, z };
+ TestUtils.assertEquals(f.gradient(point), g.value(point),
1.0e-15);
+ }
+ }
+ }
+ }
+
+ private static class EuclideanDistance implements
MultivariateDifferentiableFunction {
+
+ public double value(double[] point) {
+ double d2 = 0;
+ for (double x : point) {
+ d2 += x * x;
+ }
+ return FastMath.sqrt(d2);
+ }
+
+ public DerivativeStructure value(DerivativeStructure[] point)
+ throws DimensionMismatchException, MathIllegalArgumentException {
+ DerivativeStructure d2 = point[0].getField().getZero();
+ for (DerivativeStructure x : point) {
+ d2 = d2.add(x.multiply(x));
+ }
+ return d2.sqrt();
+ }
+
+ public double[] gradient(double[] point) {
+ double[] gradient = new double[point.length];
+ double d = value(point);
+ for (int i = 0; i < point.length; ++i) {
+ gradient[i] = point[i] / d;
+ }
+ return gradient;
+ }
+
+ }
+
+}
Propchange:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/differentiation/GradientFunctionTest.java
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svn:eol-style = native
Propchange:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/differentiation/GradientFunctionTest.java
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svn:keywords = "Author Date Id Revision"
