de.jstacs.algorithms.optimization

Class NumericalDifferentiableFunction

java.lang.Object

de.jstacs.algorithms.optimization.DifferentiableFunction

de.jstacs.algorithms.optimization.NumericalDifferentiableFunction

All Implemented Interfaces:

Function

public 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.
protected Function	f The function to be differentiated numerically

Constructor Summary

Constructors

Constructor and Description
NumericalDifferentiableFunction(Function f, double epsilon) Sets the function and value for epsilon for this NumericalDifferentiableFunction.

Method Summary

Modifier and Type	Method and Description
double	evaluateFunction(double[] x) Evaluates the function at a certain vector (in mathematical sense) x.
double[]	evaluateGradientOfFunction(double[] x) Evaluates the gradient of a function at a certain vector (in mathematical sense) x numerically.
int	getDimensionOfScope() Returns the dimension of the scope of the Function.

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

Field Detail

eps

protected double eps

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

f

protected Function f

The function to be differentiated numerically

Constructor Detail

NumericalDifferentiableFunction

public NumericalDifferentiableFunction(Function f,
                                       double epsilon)
                                throws IllegalArgumentException

Sets the function and value for epsilon for this NumericalDifferentiableFunction.

Parameters:

f - the function to be used

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[])

evaluateFunction

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

Description copied from interface: Function

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

Parameters:

x - the current vector

Returns:

the evaluation of the function

Throws:

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

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

getDimensionOfScope

public int getDimensionOfScope()

Description copied from interface: Function

Returns the dimension of the scope of the Function.

Returns:

the dimension of the scope: n with