de.jstacs.algorithms.optimization

Class NumericalDifferentiableFunction

java.lang.Object

de.jstacs.algorithms.optimization.DifferentiableFunction

de.jstacs.algorithms.optimization.NumericalDifferentiableFunction

All Implemented Interfaces:

Function

public abstract class NumericalDifferentiableFunction
extends DifferentiableFunction

This class is the framework for any numerical differentiable function . The gradient is computed numerically. Each partial differentiation is computed by the formula
.

Author:

Jens Keilwagen

Field Summary

Fields

Modifier and Type	Field and Description
protected double	eps The constant used in the computation of the gradient.

Constructor Summary

Constructors

Constructor and Description
NumericalDifferentiableFunction(double epsilon) Sets the value for epsilon for this NumericalDifferentiableFunction.

Method Summary

Methods

Modifier and Type	Method and Description
double[]	evaluateGradientOfFunction(double[] x) Evaluates the gradient of a function at a certain vector (in mathematical sense) x numerically.

Methods inherited from class de.jstacs.algorithms.optimization.DifferentiableFunction

findOneDimensionalMin

Methods inherited from class java.lang.Object

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

Methods inherited from interface de.jstacs.algorithms.optimization.Function

evaluateFunction, getDimensionOfScope

Field Detail

eps

protected double eps

The constant used in the computation of the gradient. Should be close to 0 but not exactly 0.

Constructor Detail

NumericalDifferentiableFunction

public NumericalDifferentiableFunction(double epsilon)
                                throws IllegalArgumentException

Sets the value for epsilon for this NumericalDifferentiableFunction.

Parameters:

epsilon - the epsilon used for the numerical differentiation

Throws:

IllegalArgumentException - if epsilon = 0

Method Detail

evaluateGradientOfFunction

public double[] evaluateGradientOfFunction(double[] x)
                                    throws DimensionException,
                                           EvaluationException

Evaluates the gradient of a function at a certain vector (in mathematical sense) x numerically.

Specified by:

evaluateGradientOfFunction in class DifferentiableFunction

Parameters:

x - the current vector

Returns:

the evaluation of the gradient of a function, has dimension Function.getDimensionOfScope()

Throws:

DimensionException - if dim(x) != n, with

EvaluationException - if there was something wrong during the evaluation of the gradient

See Also:

DifferentiableFunction.evaluateGradientOfFunction(double[])