Java Code Examples for org.apache.commons.math3.analysis.differentiation.DerivativeStructure#getOrder()
The following examples show how to use
org.apache.commons.math3.analysis.differentiation.DerivativeStructure#getOrder() .
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Example 1
| Source File: LogisticTest.java From astor with GNU General Public License v2.0 | 6 votes |
|
@Test
public void testCompareDerivativeSigmoid() {
final double k = 3;
final double a = 2;
final Logistic f = new Logistic(k, 0, 1, 1, a, 1);
final Sigmoid g = new Sigmoid(a, k);
final double min = -10;
final double max = 10;
final double n = 20;
final double delta = (max - min) / n;
for (int i = 0; i < n; i++) {
final DerivativeStructure x = new DerivativeStructure(1, 5, 0, min + i * delta);
for (int order = 0; order <= x.getOrder(); ++order) {
Assert.assertEquals("x=" + x.getValue(),
g.value(x).getPartialDerivative(order),
f.value(x).getPartialDerivative(order),
3.0e-15);
}
}
}
Example 2
| Source File: HarmonicOscillator.java From astor with GNU General Public License v2.0 | 6 votes |
|
/** {@inheritDoc}
* @since 3.1
*/
public DerivativeStructure value(final DerivativeStructure t)
throws DimensionMismatchException {
final double x = t.getValue();
double[] f = new double[t.getOrder() + 1];
final double alpha = omega * x + phase;
f[0] = amplitude * FastMath.cos(alpha);
if (f.length > 1) {
f[1] = -amplitude * omega * FastMath.sin(alpha);
final double mo2 = - omega * omega;
for (int i = 2; i < f.length; ++i) {
f[i] = mo2 * f[i - 2];
}
}
return t.compose(f);
}
Example 3
| Source File: LogisticTest.java From astor with GNU General Public License v2.0 | 6 votes |
|
@Test
public void testCompareDerivativeSigmoid() {
final double k = 3;
final double a = 2;
final Logistic f = new Logistic(k, 0, 1, 1, a, 1);
final Sigmoid g = new Sigmoid(a, k);
final double min = -10;
final double max = 10;
final double n = 20;
final double delta = (max - min) / n;
for (int i = 0; i < n; i++) {
final DerivativeStructure x = new DerivativeStructure(1, 5, 0, min + i * delta);
for (int order = 0; order <= x.getOrder(); ++order) {
Assert.assertEquals("x=" + x.getValue(),
g.value(x).getPartialDerivative(order),
f.value(x).getPartialDerivative(order),
3.0e-15);
}
}
}
Example 4
| Source File: PolynomialFunction.java From astor with GNU General Public License v2.0 | 5 votes |
|
/** {@inheritDoc}
* @since 3.1
* @throws NoDataException if {@code coefficients} is empty.
* @throws NullArgumentException if {@code coefficients} is {@code null}.
*/
public DerivativeStructure value(final DerivativeStructure t)
throws NullArgumentException, NoDataException {
MathUtils.checkNotNull(coefficients);
int n = coefficients.length;
if (n == 0) {
throw new NoDataException(LocalizedFormats.EMPTY_POLYNOMIALS_COEFFICIENTS_ARRAY);
}
DerivativeStructure result =
new DerivativeStructure(t.getFreeParameters(), t.getOrder(), coefficients[n - 1]);
for (int j = n - 2; j >= 0; j--) {
result = result.multiply(t).add(coefficients[j]);
}
return result;
}
Example 5
| Source File: GaussianTest.java From astor with GNU General Public License v2.0 | 5 votes |
|
@Test
public void testDerivativesNaN() {
final Gaussian f = new Gaussian(0, 1e-50);
final DerivativeStructure fx = f.value(new DerivativeStructure(1, 5, 0, Double.NaN));
for (int i = 0; i <= fx.getOrder(); ++i) {
Assert.assertTrue(Double.isNaN(fx.getPartialDerivative(i)));
}
}
Example 6
| Source File: PolynomialFunction.java From astor with GNU General Public License v2.0 | 5 votes |
|
/** {@inheritDoc}
* @since 3.1
* @throws NoDataException if {@code coefficients} is empty.
* @throws NullArgumentException if {@code coefficients} is {@code null}.
*/
public DerivativeStructure value(final DerivativeStructure t)
throws NullArgumentException, NoDataException {
MathUtils.checkNotNull(coefficients);
int n = coefficients.length;
if (n == 0) {
throw new NoDataException(LocalizedFormats.EMPTY_POLYNOMIALS_COEFFICIENTS_ARRAY);
}
DerivativeStructure result =
new DerivativeStructure(t.getFreeParameters(), t.getOrder(), coefficients[n - 1]);
for (int j = n - 2; j >= 0; j--) {
result = result.multiply(t).add(coefficients[j]);
}
return result;
}
Example 7
| Source File: FunctionUtils.java From astor with GNU General Public License v2.0 | 5 votes |
|
/** Convert a {@link DifferentiableUnivariateFunction} into a {@link UnivariateDifferentiableFunction}.
* <p>
* Note that the converted function is able to handle {@link DerivativeStructure} up to order one.
* If the function is called with higher order, a {@link NumberIsTooLargeException} will be thrown.
* </p>
* @param f function to convert
* @return converted function
* @deprecated this conversion method is temporary in version 3.1, as the {@link
* DifferentiableUnivariateFunction} interface itself is deprecated
*/
@Deprecated
public static UnivariateDifferentiableFunction toUnivariateDifferential(final DifferentiableUnivariateFunction f) {
return new UnivariateDifferentiableFunction() {
/** {@inheritDoc} */
public double value(final double x) {
return f.value(x);
}
/** {@inheritDoc}
* @exception NumberIsTooLargeException if derivation order is greater than 1
*/
public DerivativeStructure value(final DerivativeStructure t)
throws NumberIsTooLargeException {
switch (t.getOrder()) {
case 0 :
return new DerivativeStructure(t.getFreeParameters(), 0, f.value(t.getValue()));
case 1 : {
final int parameters = t.getFreeParameters();
final double[] derivatives = new double[parameters + 1];
derivatives[0] = f.value(t.getValue());
final double fPrime = f.derivative().value(t.getValue());
int[] orders = new int[parameters];
for (int i = 0; i < parameters; ++i) {
orders[i] = 1;
derivatives[i + 1] = fPrime * t.getPartialDerivative(orders);
orders[i] = 0;
}
return new DerivativeStructure(parameters, 1, derivatives);
}
default :
throw new NumberIsTooLargeException(t.getOrder(), 1, true);
}
}
};
}
Example 8
| Source File: GaussianTest.java From astor with GNU General Public License v2.0 | 5 votes |
|
@Test
public void testDerivativesNaN() {
final Gaussian f = new Gaussian(0, 1e-50);
final DerivativeStructure fx = f.value(new DerivativeStructure(1, 5, 0, Double.NaN));
for (int i = 0; i <= fx.getOrder(); ++i) {
Assert.assertTrue(Double.isNaN(fx.getPartialDerivative(i)));
}
}
Example 9
| Source File: GaussianTest.java From astor with GNU General Public License v2.0 | 5 votes |
|
@Test
public void testDerivativesNaN() {
final Gaussian f = new Gaussian(0, 1e-50);
final DerivativeStructure fx = f.value(new DerivativeStructure(1, 5, 0, Double.NaN));
for (int i = 0; i <= fx.getOrder(); ++i) {
Assert.assertTrue(Double.isNaN(fx.getPartialDerivative(i)));
}
}
Example 10
| Source File: Logit.java From astor with GNU General Public License v2.0 | 4 votes |
|
/** {@inheritDoc}
* @since 3.1
* @exception OutOfRangeException if parameter is outside of function domain
*/
public DerivativeStructure value(final DerivativeStructure t)
throws OutOfRangeException {
final double x = t.getValue();
if (x < lo || x > hi) {
throw new OutOfRangeException(x, lo, hi);
}
double[] f = new double[t.getOrder() + 1];
// function value
f[0] = FastMath.log((x - lo) / (hi - x));
if (Double.isInfinite(f[0])) {
if (f.length > 1) {
f[1] = Double.POSITIVE_INFINITY;
}
// fill the array with infinities
// (for x close to lo the signs will flip between -inf and +inf,
// for x close to hi the signs will always be +inf)
// this is probably overkill, since the call to compose at the end
// of the method will transform most infinities into NaN ...
for (int i = 2; i < f.length; ++i) {
f[i] = f[i - 2];
}
} else {
// function derivatives
final double invL = 1.0 / (x - lo);
double xL = invL;
final double invH = 1.0 / (hi - x);
double xH = invH;
for (int i = 1; i < f.length; ++i) {
f[i] = xL + xH;
xL *= -i * invL;
xH *= i * invH;
}
}
return t.compose(f);
}
Example 11
| Source File: Constant.java From astor with GNU General Public License v2.0 | 4 votes |
|
/** {@inheritDoc}
* @since 3.1
*/
public DerivativeStructure value(final DerivativeStructure t) {
return new DerivativeStructure(t.getFreeParameters(), t.getOrder(), c);
}
Example 12
| Source File: Gaussian.java From astor with GNU General Public License v2.0 | 4 votes |
|
/** {@inheritDoc}
* @since 3.1
*/
public DerivativeStructure value(final DerivativeStructure t) {
final double u = is * (t.getValue() - mean);
double[] f = new double[t.getOrder() + 1];
// the nth order derivative of the Gaussian has the form:
// dn(g(x)/dxn = (norm / s^n) P_n(u) exp(-u^2/2) with u=(x-m)/s
// where P_n(u) is a degree n polynomial with same parity as n
// P_0(u) = 1, P_1(u) = -u, P_2(u) = u^2 - 1, P_3(u) = -u^3 + 3 u...
// the general recurrence relation for P_n is:
// P_n(u) = P_(n-1)'(u) - u P_(n-1)(u)
// as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
final double[] p = new double[f.length];
p[0] = 1;
final double u2 = u * u;
double coeff = norm * FastMath.exp(-0.5 * u2);
if (coeff <= Precision.SAFE_MIN) {
Arrays.fill(f, 0.0);
} else {
f[0] = coeff;
for (int n = 1; n < f.length; ++n) {
// update and evaluate polynomial P_n(x)
double v = 0;
p[n] = -p[n - 1];
for (int k = n; k >= 0; k -= 2) {
v = v * u2 + p[k];
if (k > 2) {
p[k - 2] = (k - 1) * p[k - 1] - p[k - 3];
} else if (k == 2) {
p[0] = p[1];
}
}
if ((n & 0x1) == 1) {
v *= u;
}
coeff *= is;
f[n] = coeff * v;
}
}
return t.compose(f);
}
Example 13
| Source File: Logit.java From astor with GNU General Public License v2.0 | 4 votes |
|
/** {@inheritDoc}
* @since 3.1
* @exception OutOfRangeException if parameter is outside of function domain
*/
public DerivativeStructure value(final DerivativeStructure t)
throws OutOfRangeException {
final double x = t.getValue();
if (x < lo || x > hi) {
throw new OutOfRangeException(x, lo, hi);
}
double[] f = new double[t.getOrder() + 1];
// function value
f[0] = FastMath.log((x - lo) / (hi - x));
if (Double.isInfinite(f[0])) {
if (f.length > 1) {
f[1] = Double.POSITIVE_INFINITY;
}
// fill the array with infinities
// (for x close to lo the signs will flip between -inf and +inf,
// for x close to hi the signs will always be +inf)
// this is probably overkill, since the call to compose at the end
// of the method will transform most infinities into NaN ...
for (int i = 2; i < f.length; ++i) {
f[i] = f[i - 2];
}
} else {
// function derivatives
final double invL = 1.0 / (x - lo);
double xL = invL;
final double invH = 1.0 / (hi - x);
double xH = invH;
for (int i = 1; i < f.length; ++i) {
f[i] = xL + xH;
xL *= -i * invL;
xH *= i * invH;
}
}
return t.compose(f);
}
Example 14
| Source File: Constant.java From astor with GNU General Public License v2.0 | 4 votes |
|
/** {@inheritDoc}
* @since 3.1
*/
public DerivativeStructure value(final DerivativeStructure t) {
return new DerivativeStructure(t.getFreeParameters(), t.getOrder(), c);
}
Example 15
| Source File: Sinc.java From astor with GNU General Public License v2.0 | 4 votes |
|
/** {@inheritDoc}
* @since 3.1
*/
public DerivativeStructure value(final DerivativeStructure t)
throws DimensionMismatchException {
final double scaledX = (normalized ? FastMath.PI : 1) * t.getValue();
final double scaledX2 = scaledX * scaledX;
double[] f = new double[t.getOrder() + 1];
if (FastMath.abs(scaledX) <= SHORTCUT) {
for (int i = 0; i < f.length; ++i) {
final int k = i / 2;
if ((i & 0x1) == 0) {
// even derivation order
f[i] = (((k & 0x1) == 0) ? 1 : -1) *
(1.0 / (i + 1) - scaledX2 * (1.0 / (2 * i + 6) - scaledX2 / (24 * i + 120)));
} else {
// odd derivation order
f[i] = (((k & 0x1) == 0) ? -scaledX : scaledX) *
(1.0 / (i + 2) - scaledX2 * (1.0 / (6 * i + 24) - scaledX2 / (120 * i + 720)));
}
}
} else {
final double inv = 1 / scaledX;
final double cos = FastMath.cos(scaledX);
final double sin = FastMath.sin(scaledX);
f[0] = inv * sin;
// the nth order derivative of sinc has the form:
// dn(sinc(x)/dxn = [S_n(x) sin(x) + C_n(x) cos(x)] / x^(n+1)
// where S_n(x) is an even polynomial with degree n-1 or n (depending on parity)
// and C_n(x) is an odd polynomial with degree n-1 or n (depending on parity)
// S_0(x) = 1, S_1(x) = -1, S_2(x) = -x^2 + 2, S_3(x) = 3x^2 - 6...
// C_0(x) = 0, C_1(x) = x, C_2(x) = -2x, C_3(x) = -x^3 + 6x...
// the general recurrence relations for S_n and C_n are:
// S_n(x) = x S_(n-1)'(x) - n S_(n-1)(x) - x C_(n-1)(x)
// C_n(x) = x C_(n-1)'(x) - n C_(n-1)(x) + x S_(n-1)(x)
// as per polynomials parity, we can store both S_n and C_n in the same array
final double[] sc = new double[f.length];
sc[0] = 1;
double coeff = inv;
for (int n = 1; n < f.length; ++n) {
double s = 0;
double c = 0;
// update and evaluate polynomials S_n(x) and C_n(x)
final int kStart;
if ((n & 0x1) == 0) {
// even derivation order, S_n is degree n and C_n is degree n-1
sc[n] = 0;
kStart = n;
} else {
// odd derivation order, S_n is degree n-1 and C_n is degree n
sc[n] = sc[n - 1];
c = sc[n];
kStart = n - 1;
}
// in this loop, k is always even
for (int k = kStart; k > 1; k -= 2) {
// sine part
sc[k] = (k - n) * sc[k] - sc[k - 1];
s = s * scaledX2 + sc[k];
// cosine part
sc[k - 1] = (k - 1 - n) * sc[k - 1] + sc[k -2];
c = c * scaledX2 + sc[k - 1];
}
sc[0] *= -n;
s = s * scaledX2 + sc[0];
coeff *= inv;
f[n] = coeff * (s * sin + c * scaledX * cos);
}
}
if (normalized) {
double scale = FastMath.PI;
for (int i = 1; i < f.length; ++i) {
f[i] *= scale;
scale *= FastMath.PI;
}
}
return t.compose(f);
}
Example 16
| Source File: Sigmoid.java From astor with GNU General Public License v2.0 | 4 votes |
|
/** {@inheritDoc}
* @since 3.1
*/
public DerivativeStructure value(final DerivativeStructure t)
throws DimensionMismatchException {
double[] f = new double[t.getOrder() + 1];
final double exp = FastMath.exp(-t.getValue());
if (Double.isInfinite(exp)) {
// special handling near lower boundary, to avoid NaN
f[0] = lo;
Arrays.fill(f, 1, f.length, 0.0);
} else {
// the nth order derivative of sigmoid has the form:
// dn(sigmoid(x)/dxn = P_n(exp(-x)) / (1+exp(-x))^(n+1)
// where P_n(t) is a degree n polynomial with normalized higher term
// P_0(t) = 1, P_1(t) = t, P_2(t) = t^2 - t, P_3(t) = t^3 - 4 t^2 + t...
// the general recurrence relation for P_n is:
// P_n(x) = n t P_(n-1)(t) - t (1 + t) P_(n-1)'(t)
final double[] p = new double[f.length];
final double inv = 1 / (1 + exp);
double coeff = hi - lo;
for (int n = 0; n < f.length; ++n) {
// update and evaluate polynomial P_n(t)
double v = 0;
p[n] = 1;
for (int k = n; k >= 0; --k) {
v = v * exp + p[k];
if (k > 1) {
p[k - 1] = (n - k + 2) * p[k - 2] - (k - 1) * p[k - 1];
} else {
p[0] = 0;
}
}
coeff *= inv;
f[n] = coeff * v;
}
// fix function value
f[0] += lo;
}
return t.compose(f);
}
Example 17
| Source File: Gaussian.java From astor with GNU General Public License v2.0 | 4 votes |
|
/** {@inheritDoc}
* @since 3.1
*/
public DerivativeStructure value(final DerivativeStructure t)
throws DimensionMismatchException {
final double u = is * (t.getValue() - mean);
double[] f = new double[t.getOrder() + 1];
// the nth order derivative of the Gaussian has the form:
// dn(g(x)/dxn = (norm / s^n) P_n(u) exp(-u^2/2) with u=(x-m)/s
// where P_n(u) is a degree n polynomial with same parity as n
// P_0(u) = 1, P_1(u) = -u, P_2(u) = u^2 - 1, P_3(u) = -u^3 + 3 u...
// the general recurrence relation for P_n is:
// P_n(u) = P_(n-1)'(u) - u P_(n-1)(u)
// as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
final double[] p = new double[f.length];
p[0] = 1;
final double u2 = u * u;
double coeff = norm * FastMath.exp(-0.5 * u2);
if (coeff <= Precision.SAFE_MIN) {
Arrays.fill(f, 0.0);
} else {
f[0] = coeff;
for (int n = 1; n < f.length; ++n) {
// update and evaluate polynomial P_n(x)
double v = 0;
p[n] = -p[n - 1];
for (int k = n; k >= 0; k -= 2) {
v = v * u2 + p[k];
if (k > 2) {
p[k - 2] = (k - 1) * p[k - 1] - p[k - 3];
} else if (k == 2) {
p[0] = p[1];
}
}
if ((n & 0x1) == 1) {
v *= u;
}
coeff *= is;
f[n] = coeff * v;
}
}
return t.compose(f);
}
Example 18
| Source File: Constant.java From astor with GNU General Public License v2.0 | 4 votes |
|
/** {@inheritDoc}
* @since 3.1
*/
public DerivativeStructure value(final DerivativeStructure t) {
return new DerivativeStructure(t.getFreeParameters(), t.getOrder(), c);
}
Example 19
| Source File: Logit.java From astor with GNU General Public License v2.0 | 4 votes |
|
/** {@inheritDoc}
* @since 3.1
* @exception OutOfRangeException if parameter is outside of function domain
*/
public DerivativeStructure value(final DerivativeStructure t)
throws OutOfRangeException {
final double x = t.getValue();
if (x < lo || x > hi) {
throw new OutOfRangeException(x, lo, hi);
}
double[] f = new double[t.getOrder() + 1];
// function value
f[0] = FastMath.log((x - lo) / (hi - x));
if (Double.isInfinite(f[0])) {
if (f.length > 1) {
f[1] = Double.POSITIVE_INFINITY;
}
// fill the array with infinities
// (for x close to lo the signs will flip between -inf and +inf,
// for x close to hi the signs will always be +inf)
// this is probably overkill, since the call to compose at the end
// of the method will transform most infinities into NaN ...
for (int i = 2; i < f.length; ++i) {
f[i] = f[i - 2];
}
} else {
// function derivatives
final double invL = 1.0 / (x - lo);
double xL = invL;
final double invH = 1.0 / (hi - x);
double xH = invH;
for (int i = 1; i < f.length; ++i) {
f[i] = xL + xH;
xL *= -i * invL;
xH *= i * invH;
}
}
return t.compose(f);
}
Example 20
| Source File: Gaussian.java From astor with GNU General Public License v2.0 | 4 votes |
|
/** {@inheritDoc}
* @since 3.1
*/
public DerivativeStructure value(final DerivativeStructure t)
throws DimensionMismatchException {
final double u = is * (t.getValue() - mean);
double[] f = new double[t.getOrder() + 1];
// the nth order derivative of the Gaussian has the form:
// dn(g(x)/dxn = (norm / s^n) P_n(u) exp(-u^2/2) with u=(x-m)/s
// where P_n(u) is a degree n polynomial with same parity as n
// P_0(u) = 1, P_1(u) = -u, P_2(u) = u^2 - 1, P_3(u) = -u^3 + 3 u...
// the general recurrence relation for P_n is:
// P_n(u) = P_(n-1)'(u) - u P_(n-1)(u)
// as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
final double[] p = new double[f.length];
p[0] = 1;
final double u2 = u * u;
double coeff = norm * FastMath.exp(-0.5 * u2);
if (coeff <= Precision.SAFE_MIN) {
Arrays.fill(f, 0.0);
} else {
f[0] = coeff;
for (int n = 1; n < f.length; ++n) {
// update and evaluate polynomial P_n(x)
double v = 0;
p[n] = -p[n - 1];
for (int k = n; k >= 0; k -= 2) {
v = v * u2 + p[k];
if (k > 2) {
p[k - 2] = (k - 1) * p[k - 1] - p[k - 3];
} else if (k == 2) {
p[0] = p[1];
}
}
if ((n & 0x1) == 1) {
v *= u;
}
coeff *= is;
f[n] = coeff * v;
}
}
return t.compose(f);
}
