Author: luc
Date: Wed Sep 12 11:23:23 2012
New Revision: 1383886
URL: http://svn.apache.org/viewvc?rev=1383886&view=rev
Log:
Added a wrapper class to compute Jacobian from differentiable function.
Added:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/JacobianFunction.java
(with props)
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/differentiation/JacobianFunctionTest.java
(with props)
Added:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/JacobianFunction.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/JacobianFunction.java?rev=1383886&view=auto
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/JacobianFunction.java
(added)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/JacobianFunction.java
Wed Sep 12 11:23:23 2012
@@ -0,0 +1,71 @@
+/*
+ * 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.MultivariateMatrixFunction;
+
+/** Class representing the Jacobian of a multivariate vector function.
+ * <p>
+ * 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.
+ * </p>
+ * @version $Id$
+ * @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)
+ 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 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;
+
+ }
+
+}
Propchange:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/JacobianFunction.java
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Propchange:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/differentiation/JacobianFunction.java
------------------------------------------------------------------------------
svn:keywords = "Author Date Id Revision"
Added:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/differentiation/JacobianFunctionTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/differentiation/JacobianFunctionTest.java?rev=1383886&view=auto
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/differentiation/JacobianFunctionTest.java
(added)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/differentiation/JacobianFunctionTest.java
Wed Sep 12 11:23:23 2012
@@ -0,0 +1,96 @@
+/*
+ * 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 junit.framework.Assert;
+
+import org.apache.commons.math3.TestUtils;
+import org.apache.commons.math3.util.FastMath;
+import org.junit.Test;
+
+
+/**
+ * Test for class {@link JacobianFunction}.
+ */
+public class JacobianFunctionTest {
+
+ @Test
+ public void testSphere() {
+ SphereMapping f = new SphereMapping(10.0);
+ JacobianFunction j = new JacobianFunction(f);
+ for (double latitude = -1.5; latitude < 1.5; latitude += 0.1) {
+ for (double longitude = -3.1; longitude < 3.1; longitude += 0.1) {
+ double[] point = new double[] { latitude, longitude };
+ double[][] referenceJacobian = f.jacobian(point);
+ double[][] testJacobian = j.value(point);
+ Assert.assertEquals(referenceJacobian.length,
testJacobian.length);
+ for (int i = 0; i < 3; ++i) {
+ TestUtils.assertEquals(referenceJacobian[i],
testJacobian[i], 2.0e-15);
+ }
+ }
+ }
+ }
+
+ /* Maps (latitude, longitude) to (x, y, z) */
+ private static class SphereMapping implements
MultivariateDifferentiableVectorFunction {
+
+ private final double radius;
+
+ public SphereMapping(final double radius) {
+ this.radius = radius;
+ }
+
+ public double[] value(double[] point) {
+ final double cLat = FastMath.cos(point[0]);
+ final double sLat = FastMath.sin(point[0]);
+ final double cLon = FastMath.cos(point[1]);
+ final double sLon = FastMath.sin(point[1]);
+ return new double[] {
+ radius * cLon * cLat,
+ radius * sLon * cLat,
+ radius * sLat
+ };
+ }
+
+ public DerivativeStructure[] value(DerivativeStructure[] point) {
+ final DerivativeStructure cLat = point[0].cos();
+ final DerivativeStructure sLat = point[0].sin();
+ final DerivativeStructure cLon = point[1].cos();
+ final DerivativeStructure sLon = point[1].sin();
+ return new DerivativeStructure[] {
+ cLon.multiply(cLat).multiply(radius),
+ sLon.multiply(cLat).multiply(radius),
+ sLat.multiply(radius)
+ };
+ }
+
+ public double[][] jacobian(double[] point) {
+ final double cLat = FastMath.cos(point[0]);
+ final double sLat = FastMath.sin(point[0]);
+ final double cLon = FastMath.cos(point[1]);
+ final double sLon = FastMath.sin(point[1]);
+ return new double[][] {
+ { -radius * cLon * sLat, -radius * sLon * cLat },
+ { -radius * sLon * sLat, radius * cLon * cLat },
+ { radius * cLat, 0 }
+ };
+ }
+
+ }
+
+}
Propchange:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/differentiation/JacobianFunctionTest.java
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svn:keywords = "Author Date Id Revision"
