    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.MultivariateVectorFunction;
    020
    021    /** Class representing the gradient of a multivariate function.
    022     * <p>
    023     * The vectorial components of the function represent the derivatives
    024     * with respect to each function parameters.
    025     * </p>
    026     * @version $Id: GradientFunction.java 1416643 2012-12-03 19:37:14Z tn $
    027     * @since 3.1
    028     */
    029    public class GradientFunction implements MultivariateVectorFunction {
    030
    031        /** Underlying real-valued function. */
    032        private final MultivariateDifferentiableFunction f;
    033
    034        /** Simple constructor.
    035         * @param f underlying real-valued function
    036         */
    037        public GradientFunction(final MultivariateDifferentiableFunction f) {
    038            this.f = f;
    039        }
    040
    041        /** {@inheritDoc} */
    042        public double[] value(double[] point)
    043            throws IllegalArgumentException {
    044
    045            // set up parameters
    046            final DerivativeStructure[] dsX = new DerivativeStructure[point.length];
    047            for (int i = 0; i < point.length; ++i) {
    048                dsX[i] = new DerivativeStructure(point.length, 1, i, point[i]);
    049            }
    050
    051            // compute the derivatives
    052            final DerivativeStructure dsY = f.value(dsX);
    053
    054            // extract the gradient
    055            final double[] y = new double[point.length];
    056            final int[] orders = new int[point.length];
    057            for (int i = 0; i < point.length; ++i) {
    058                orders[i] = 1;
    059                y[i] = dsY.getPartialDerivative(orders);
    060                orders[i] = 0;
    061            }
    062
    063            return y;
    064
    065        }
    066
    067    }