Package com.imsl.test.example.math

Class NumericalDerivativesEx4

java.lang.Object

com.imsl.math.NumericalDerivatives

com.imsl.test.example.math.NumericalDerivativesEx4

All Implemented Interfaces:

Serializable, Cloneable

public class NumericalDerivativesEx4
extends NumericalDerivatives

Approximates the gradient using central divided differences.

This example uses the same data as in example NumericalDerivativesEx3. Instead of the one-sided difference, the central difference method is used. Agreement should be approximately the two-thirds power of machine precision. That agreement is achieved here. Generally this is the most accuracy one can expect using central divided differences. Note that using central differences requires essentially twice the number of evaluations of the function compared with obtaining one-sided differences. This can be a significant issue for functions that are expensive to evaluate. This example shows how to override evaluateF.

See Also:

• Code
• Output
• Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from class com.imsl.math.NumericalDerivatives

NumericalDerivatives.Function, NumericalDerivatives.Jacobian

Field Summary

Fields inherited from class com.imsl.math.NumericalDerivatives

ACCUMULATE, CENTRAL, ONE_SIDED, SKIP

Constructor Summary

Constructors

Constructor	Description
NumericalDerivativesEx4(NumericalDerivatives.Function fcn)

Method Summary

Modifier and Type	Method	Description
double[]	evaluateF(int varIndex, double[] y)	This method is provided by the user to compute the function values at the current independent variable values y.
static void	main(String[] args)

Methods inherited from class com.imsl.math.NumericalDerivatives

evaluateJ, getPercentageFactor, getScalingFactors, getStatus, setDifferencingMethods, setInitialF, setPercentageFactor, setScalingFactors

Methods inherited from class java.lang.Object

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

Constructor Details

NumericalDerivativesEx4

public NumericalDerivativesEx4(NumericalDerivatives.Function fcn)

Method Details

evaluateF

public double[] evaluateF(int varIndex,
 double[] y)

Description copied from class: NumericalDerivatives

This method is provided by the user to compute the function values at the current independent variable values y. If the user does not override the evaluateF method, then NumericalDerivatives.Function.f is used to compute the function values.

Overrides:

evaluateF in class NumericalDerivatives

Parameters:

varIndex - an int which indicates the index of the variable to perturb.

y - a double array of length n, the point at which the function is to be evaluated.

Returns:

a double array of length m. The equations evaluated at the point y.

main

public static void main(String[] args)