org.ddogleg.optimization

Class DerivativeChecker

java.lang.Object

org.ddogleg.optimization.DerivativeChecker

public class DerivativeChecker
extends java.lang.Object

Used to validate an algebraic Jacobian numerically.

Constructor Summary

Constructors

Constructor and Description
DerivativeChecker()

Method Summary

Modifier and Type	Method and Description
static boolean	gradient(FunctionNtoS func, FunctionNtoN gradient, double[] param, double tol) Compares the passed in gradient function to a numerical calculation.
static boolean	gradient(FunctionNtoS func, FunctionNtoN gradient, double[] param, double tol, double differenceScale)
static boolean	gradientR(FunctionNtoS func, FunctionNtoN gradient, double[] param, double tol) Compares the passed in gradient function to a numerical calculation.
static boolean	gradientR(FunctionNtoS func, FunctionNtoN gradient, double[] param, double tol, double differenceScale)
static boolean	jacobian(FunctionNtoM func, FunctionNtoMxN jacobian, double[] param, double tol)
static boolean	jacobian(FunctionNtoM func, FunctionNtoMxN jacobian, double[] param, double tol, double differenceScale)
static void	jacobianPrint(FunctionNtoM func, FunctionNtoMxN jacobian, double[] param, double tol)
static void	jacobianPrint(FunctionNtoM func, FunctionNtoMxN jacobian, double[] param, double tol, double differenceScale)
static void	jacobianPrintR(FunctionNtoM func, FunctionNtoMxN jacobian, double[] param, double tol) Prints out the difference using a relative error threshold
static void	jacobianPrintR(FunctionNtoM func, FunctionNtoMxN jacobian, double[] param, double tol, double differenceScale)
static boolean	jacobianR(FunctionNtoM func, FunctionNtoMxN jacobian, double[] param, double tol) Checks the jacobian using a relative error threshold.
static boolean	jacobianR(FunctionNtoM func, FunctionNtoMxN jacobian, double[] param, double tol, double differenceScale) Checks the jacobian using a relative error threshold.

Methods inherited from class java.lang.Object

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

Constructor Detail

DerivativeChecker

public DerivativeChecker()

Method Detail

jacobianPrint

public static void jacobianPrint(FunctionNtoM func,
                                 FunctionNtoMxN jacobian,
                                 double[] param,
                                 double tol)

jacobianPrint

public static void jacobianPrint(FunctionNtoM func,
                                 FunctionNtoMxN jacobian,
                                 double[] param,
                                 double tol,
                                 double differenceScale)

jacobian

public static boolean jacobian(FunctionNtoM func,
                               FunctionNtoMxN jacobian,
                               double[] param,
                               double tol)

jacobian

public static boolean jacobian(FunctionNtoM func,
                               FunctionNtoMxN jacobian,
                               double[] param,
                               double tol,
                               double differenceScale)

jacobianPrintR

public static void jacobianPrintR(FunctionNtoM func,
                                  FunctionNtoMxN jacobian,
                                  double[] param,
                                  double tol)

Prints out the difference using a relative error threshold

Parameters:

tol - fractional difference

jacobianPrintR

public static void jacobianPrintR(FunctionNtoM func,
                                  FunctionNtoMxN jacobian,
                                  double[] param,
                                  double tol,
                                  double differenceScale)

jacobianR

public static boolean jacobianR(FunctionNtoM func,
                                FunctionNtoMxN jacobian,
                                double[] param,
                                double tol)

Checks the jacobian using a relative error threshold.

Parameters:

tol - fractional difference

jacobianR

public static boolean jacobianR(FunctionNtoM func,
                                FunctionNtoMxN jacobian,
                                double[] param,
                                double tol,
                                double differenceScale)

Checks the jacobian using a relative error threshold.

Parameters:

tol - fractional difference

gradient

public static boolean gradient(FunctionNtoS func,
                               FunctionNtoN gradient,
                               double[] param,
                               double tol)

Compares the passed in gradient function to a numerical calculation. Comparison is done using an absolute value.

Returns:

true for within tolerance and false otherwise

gradient

public static boolean gradient(FunctionNtoS func,
                               FunctionNtoN gradient,
                               double[] param,
                               double tol,
                               double differenceScale)

gradientR

public static boolean gradientR(FunctionNtoS func,
                                FunctionNtoN gradient,
                                double[] param,
                                double tol)

Compares the passed in gradient function to a numerical calculation. Comparison is done using an absolute value.

Returns:

true for within tolerance and false otherwise

gradientR

public static boolean gradientR(FunctionNtoS func,
                                FunctionNtoN gradient,
                                double[] param,
                                double tol,
                                double differenceScale)