Re: [math] Numerical derivatives in Commons Math

2011-08-12 Thread Luc Maisonobe
Hi Fran, Le 12/08/2011 16:51, Fran Lattanzio a écrit : I have a working prototype for real univariate functions that uses finite differences. The code is very small and simple, but quite messy. I'll clean it up soon. It's trivial to extend this to univariate vectorial and matrix functions. I thi

Re: [math] Numerical derivatives in Commons Math

2011-08-12 Thread Fran Lattanzio
I have a working prototype for real univariate functions that uses finite differences. The code is very small and simple, but quite messy. I'll clean it up soon. It's trivial to extend this to univariate vectorial and matrix functions. I think it's also worth add Savitzky-Golay smoothing filters fo

Re: [math] Numerical derivatives in Commons Math

2011-08-12 Thread Patrick Meyer
Thanks for the information Luc. I didn't know those existed. I'm happy to keep the discussion at the implementation levels. On 8/12/2011 6:23 AM, Luc Maisonobe wrote: Le 12/08/2011 00:30, Patrick Meyer a écrit : I like the idea of adding this feature. What about an abstract class that implemen

Re: [math] Numerical derivatives in Commons Math

2011-08-12 Thread Sébastien Brisard
Hi Luc, > > I don't fully agree with this. Both numerical and analytical approach are > useful and have advantages and drawbacks. > Wowww! I certainly did not want to start a debate on this topic. I'm just reporting on a conference I heard which lead me think that CM users might find such a featur

Re: [math] Numerical derivatives in Commons Math

2011-08-12 Thread Luc Maisonobe
Hi Sébastien, Le 12/08/2011 07:50, Sébastien Brisard a écrit : As Patrick suggested, this approach should really be extended to multivariate functions. To cite but one example, I recently attended a conf where Pr. Prevost (Princeton) talked about non-linear finite elements calcs. The long standi

Re: [math] Numerical derivatives in Commons Math

2011-08-12 Thread Luc Maisonobe
Hi Bruce, Le 12/08/2011 00:47, Bruce A Johnson a écrit : I'd be quite interested in seeing Numerical Derivatives in CM. There are some interesting ideas about Numerical Differentiation here: http://www.holoborodko.com/pavel/numerical-methods/ Thanks for the link. Do you think we should have

Re: [math] Numerical derivatives in Commons Math

2011-08-12 Thread Luc Maisonobe
Le 12/08/2011 00:30, Patrick Meyer a écrit : I like the idea of adding this feature. What about an abstract class that implements DifferentiableMultivariateRealFunction and provides the method for partialDerivative (). People could then override the partialDerivative method if they have an analyt

Re: [math] Numerical derivatives in Commons Math

2011-08-11 Thread Sébastien Brisard
As Patrick suggested, this approach should really be extended to multivariate functions. To cite but one example, I recently attended a conf where Pr. Prevost (Princeton) talked about non-linear finite elements calcs. The long standing approach had always been to implement the analytical expression

Re: [math] Numerical derivatives in Commons Math

2011-08-11 Thread Bruce A Johnson
I'd be quite interested in seeing Numerical Derivatives in CM. There are some interesting ideas about Numerical Differentiation here: http://www.holoborodko.com/pavel/numerical-methods/ Bruce On Aug 11, 2011, at 6:30 PM, Patrick Meyer wrote: > I like the idea of adding this feature. What abo

Re: [math] Numerical derivatives in Commons Math

2011-08-11 Thread Patrick Meyer
I like the idea of adding this feature. What about an abstract class that implements DifferentiableMultivariateRealFunction and provides the method for partialDerivative (). People could then override the partialDerivative method if they have an analytic derivative. Here's some code that I'm h

Re: [math] Numerical derivatives in Commons Math

2011-08-11 Thread Luc Maisonobe
Le 11/08/2011 23:27, Fran Lattanzio a écrit : Hello, Hi Fran, I have a proposal for a numerical derivatives framework for Commons Math. I'd like to add the ability to take any UnivariateRealFunction and produce another function that represents it's derivative for an arbitrary order. Basicall

[math] Numerical derivatives in Commons Math

2011-08-11 Thread Fran Lattanzio
Hello, I have a proposal for a numerical derivatives framework for Commons Math. I'd like to add the ability to take any UnivariateRealFunction and produce another function that represents it's derivative for an arbitrary order. Basically, I'm saying add a factory-like interface that looks somethi