org.ddogleg.optimization.impl

Class NumericalGradientFB

java.lang.Object

org.ddogleg.optimization.impl.NumericalGradientFB

All Implemented Interfaces:

FunctionNtoN

public class NumericalGradientFB
extends java.lang.Object
implements FunctionNtoN

Finite difference numerical gradient calculation using the forward+backwards equation. Difference equation, f'(x) = (f(x+h)-f(x-h))/(2*h). Scaling is taken in account by h based upon the magnitude of the elements in variable x.

NOTE: If multiple input parameters are modified by the function when a single one is changed numerical derivatives aren't reliable.

Constructor Summary

Constructors

Constructor and Description
NumericalGradientFB(FunctionNtoS function)
NumericalGradientFB(FunctionNtoS function, double differenceScale)

Method Summary

Modifier and Type	Method and Description
int	getN() Returns the number of inputs and outputs for this function.
void	process(double[] input, double[] output) Processes the function.

Methods inherited from class java.lang.Object

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

Constructor Detail

NumericalGradientFB

public NumericalGradientFB(FunctionNtoS function,
                           double differenceScale)

NumericalGradientFB

public NumericalGradientFB(FunctionNtoS function)

Method Detail

getN

public int getN()

Description copied from interface: FunctionNtoN

Returns the number of inputs and outputs for this function.

Specified by:

getN in interface FunctionNtoN

process

public void process(double[] input,
                    double[] output)

Description copied from interface: FunctionNtoN

Processes the function.

Specified by:

process in interface FunctionNtoN

Parameters:

input - Array with the inputs of length N. Not modified.

output - Array for storing the output of length N. Modified.