Package com.opengamma.strata.math.impl.differentiation

Class MatrixFieldFirstOrderDifferentiator

java.lang.Object

com.opengamma.strata.math.impl.differentiation.MatrixFieldFirstOrderDifferentiator

All Implemented Interfaces:

Differentiator<DoubleArray,DoubleMatrix,DoubleMatrix[]>

public class MatrixFieldFirstOrderDifferentiator
extends Object
implements Differentiator<DoubleArray,DoubleMatrix,DoubleMatrix[]>

Matrix field first order differentiator.

Constructor Summary

Constructors

Constructor	Description
MatrixFieldFirstOrderDifferentiator()	Creates an instance using the default value of eps (10-5).
MatrixFieldFirstOrderDifferentiator(double eps)	Creates an instance specifying the value of eps.

Method Summary

Modifier and Type	Method	Description
Function<DoubleArray,DoubleMatrix[]>	differentiate(Function<DoubleArray,DoubleMatrix> function)	Provides a function that performs the differentiation.
Function<DoubleArray,DoubleMatrix[]>	differentiate(Function<DoubleArray,DoubleMatrix> function, Function<DoubleArray,Boolean> domain)	Provides a function that performs the differentiation.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

MatrixFieldFirstOrderDifferentiator

public MatrixFieldFirstOrderDifferentiator()

Creates an instance using the default value of eps (10^-5).

MatrixFieldFirstOrderDifferentiator

public MatrixFieldFirstOrderDifferentiator(double eps)

Creates an instance specifying the value of eps.

Parameters:

eps - the step size used to approximate the derivative

Method Detail

differentiate

public Function<DoubleArray,DoubleMatrix[]> differentiate(Function<DoubleArray,DoubleMatrix> function)

Description copied from interface: Differentiator

Provides a function that performs the differentiation.

Specified by:

differentiate in interface Differentiator<DoubleArray,DoubleMatrix,DoubleMatrix[]>

Parameters:

function - a function for which to get the differential function

Returns:

a function that calculates the differential

differentiate

public Function<DoubleArray,DoubleMatrix[]> differentiate(Function<DoubleArray,DoubleMatrix> function,
                                                                Function<DoubleArray,Boolean> domain)

Description copied from interface: Differentiator

Provides a function that performs the differentiation.

Specified by:

differentiate in interface Differentiator<DoubleArray,DoubleMatrix,DoubleMatrix[]>

Parameters:

function - a function for which to get the differential function

domain - a function that returns false if the requested value is not in the domain, true otherwise

Returns:

a function that calculates the differential