Class VectorFunction
- java.lang.Object
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- com.opengamma.strata.math.impl.function.VectorFunction
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- All Implemented Interfaces:
Function<DoubleArray,DoubleArray>
- Direct Known Subclasses:
ConcatenatedVectorFunction
,ParameterizedCurveVectorFunction
public abstract class VectorFunction extends Object implements Function<DoubleArray,DoubleArray>
Abstraction for the vector function $f: \mathbb{R}^m \to \mathbb{R}^n \quad x \mapsto f(x)$ where the Jacobian $j : \mathbb{R}^m \to \mathbb{R}^{n\times m} \quad x \mapsto j(x)$ is also provided.
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Constructor Summary
Constructors Constructor Description VectorFunction()
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description abstract DoubleMatrix
calculateJacobian(DoubleArray x)
Calculate the Jacobian at a point $\mathbf{x}$.abstract int
getLengthOfDomain()
The length of the input vector $\mathbf{x}$.abstract int
getLengthOfRange()
The length of the output vector $\mathbf{y}$.
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Method Detail
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calculateJacobian
public abstract DoubleMatrix calculateJacobian(DoubleArray x)
Calculate the Jacobian at a point $\mathbf{x}$. For a function $f: \mathbb{R}^m \to \mathbb{R}^n \quad x \mapsto f(x)$, the Jacobian is a n by m matrix.- Parameters:
x
- the input vector $\mathbf{x}$- Returns:
- the Jacobian $\mathbf{J}$
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getLengthOfDomain
public abstract int getLengthOfDomain()
The length of the input vector $\mathbf{x}$.- Returns:
- length of input vector (domain)
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getLengthOfRange
public abstract int getLengthOfRange()
The length of the output vector $\mathbf{y}$.- Returns:
- length of output vector (range)
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