    001    /*
    002     * Licensed to the Apache Software Foundation (ASF) under one or more
    003     * contributor license agreements.  See the NOTICE file distributed with
    004     * this work for additional information regarding copyright ownership.
    005     * The ASF licenses this file to You under the Apache License, Version 2.0
    006     * (the "License"); you may not use this file except in compliance with
    007     * the License.  You may obtain a copy of the License at
    008     *
    009     *      http://www.apache.org/licenses/LICENSE-2.0
    010     *
    011     * Unless required by applicable law or agreed to in writing, software
    012     * distributed under the License is distributed on an "AS IS" BASIS,
    013     * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    014     * See the License for the specific language governing permissions and
    015     * limitations under the License.
    016     */
    017    package org.apache.commons.math3.analysis.differentiation;
    018
    019    import org.apache.commons.math3.analysis.MultivariateMatrixFunction;
    020
    021    /** Class representing the Jacobian of a multivariate vector function.
    022     * <p>
    023     * The rows iterate on the model functions while the columns iterate on the parameters; thus,
    024     * the numbers of rows is equal to the dimension of the underlying function vector
    025     * value and the number of columns is equal to the number of free parameters of
    026     * the underlying function.
    027     * </p>
    028     * @version $Id: JacobianFunction.java 1416643 2012-12-03 19:37:14Z tn $
    029     * @since 3.1
    030     */
    031    public class JacobianFunction implements MultivariateMatrixFunction {
    032
    033        /** Underlying vector-valued function. */
    034        private final MultivariateDifferentiableVectorFunction f;
    035
    036        /** Simple constructor.
    037         * @param f underlying vector-valued function
    038         */
    039        public JacobianFunction(final MultivariateDifferentiableVectorFunction f) {
    040            this.f = f;
    041        }
    042
    043        /** {@inheritDoc} */
    044        public double[][] value(double[] point)
    045            throws IllegalArgumentException {
    046
    047            // set up parameters
    048            final DerivativeStructure[] dsX = new DerivativeStructure[point.length];
    049            for (int i = 0; i < point.length; ++i) {
    050                dsX[i] = new DerivativeStructure(point.length, 1, i, point[i]);
    051            }
    052
    053            // compute the derivatives
    054            final DerivativeStructure[] dsY = f.value(dsX);
    055
    056            // extract the Jacobian
    057            final double[][] y = new double[dsY.length][point.length];
    058            final int[] orders = new int[point.length];
    059            for (int i = 0; i < dsY.length; ++i) {
    060                for (int j = 0; j < point.length; ++j) {
    061                    orders[j] = 1;
    062                    y[i][j] = dsY[i].getPartialDerivative(orders);
    063                    orders[j] = 0;
    064                }
    065            }
    066
    067            return y;
    068
    069        }
    070
    071    }