I have been scratching out an implementation of a numerical derivative to
add to the commons-math and keep going back and forth between two
approaches.
(all this would be in the o.a.c.math.analysis package)
(for brevity I have omitted the prefix UnivariateReal* )
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(1) a couple classes like Differentiator (interface) and
DifferentiatorFactory (class), where we have a method like
"Differentiator DifferentiatorFactory.getDefaultDifferentiator(
Function f )"
and another method like "double Differentiator.derivate( double x)"
or "double Differentiator.value(double x)"
this keeps the same type of pattern as that of the *Solver
OR
(2) Add a class like DerivativeFactory which has a method like
"Function DerivativeFactory.getDefaultDerivative( Function f )"
and use the existing "double Function.value( double x)" to obtain the
numerical estimate.
I first implemented it using approach (1) but as the code and usage
turned out, it seems that (2) was easier to use (and numerically has the
same number or operations and function evaluations).
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using (2) the client code would look like
public myMethod() {
UnivariateRealFunction f = new SomeUserDefinedFunction();
UnivariateRealFunction fprime =
DerivativeFactory.newInstance().getDefaultDerivative( f );
System.out.println( "f'(1.0) = "+ fprime.value(1.0) );
}
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of course the Factory could allow for multiple types of Derivatives, the
one I have currently implemented is a centered 5-point algorithm, which
has an operational parameter of h (or a step-size), there may also be
parameters to handle "infinite" derivative or jumps.
--
Matt Cliff
Cliff Consulting
The label said install Windows 98 or better so I installed Linux.
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