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

Class ScalarSecondOrderDifferentiator

java.lang.Object

com.opengamma.strata.math.impl.differentiation.ScalarSecondOrderDifferentiator

All Implemented Interfaces:

Differentiator<Double,Double,Double>

public class ScalarSecondOrderDifferentiator
extends Object
implements Differentiator<Double,Double,Double>

Differentiates a scalar function with respect to its argument using finite difference.

For a function $y = f(x)$ where $x$ and $y$ are scalars, this class produces a function that returns the second derivative value for each point, i.e., $\frac{d^2 f}{dx^2}$.

Constructor Summary

Constructors

Constructor	Description
ScalarSecondOrderDifferentiator()	Creates an instance using the default values.
ScalarSecondOrderDifferentiator(double eps)	Creates an instance specifying the step size.

Method Summary

Modifier and Type	Method	Description
Function<Double,Double>	differentiate(Function<Double,Double> function)	Provides a function that performs the differentiation.
Function<Double,Double>	differentiate(Function<Double,Double> function, Function<Double,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

ScalarSecondOrderDifferentiator

public ScalarSecondOrderDifferentiator()

Creates an instance using the default values.

ScalarSecondOrderDifferentiator

public ScalarSecondOrderDifferentiator(double eps)

Creates an instance specifying the step size.

Parameters:

eps - the step size

Method Detail

differentiate

public Function<Double,Double> differentiate(Function<Double,Double> function)

Description copied from interface: Differentiator

Provides a function that performs the differentiation.

Specified by:

differentiate in interface Differentiator<Double,Double,Double>

Parameters:

function - a function for which to get the differential function

Returns:

a function that calculates the differential

differentiate

public Function<Double,Double> differentiate(Function<Double,Double> function,
                                                   Function<Double,Boolean> domain)

Description copied from interface: Differentiator

Provides a function that performs the differentiation.

Specified by:

differentiate in interface Differentiator<Double,Double,Double>

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