com.itemanalysis.psychometrics.analysis

Class AbstractDiffFunction

java.lang.Object

com.itemanalysis.psychometrics.analysis.AbstractDiffFunction

All Implemented Interfaces:

DiffFunction, Function

public abstract class AbstractDiffFunction
extends java.lang.Object
implements DiffFunction

Constructor Summary

Constructors

Constructor and Description
AbstractDiffFunction()
AbstractDiffFunction(double EPSILON)

Method Summary

Modifier and Type	Method and Description
double[]	derivativeAt(double[] x) Returns the first-derivative vector at the input location.
org.apache.commons.math3.analysis.MultivariateVectorFunction	gradient()
double[]	gradient(double[] x) Numerically compute gradientAt by the central difference method.
org.apache.commons.math3.linear.RealMatrix	hessianAt(double[] x) Numerically compute Hessian using a finite difference method.
double	machineEpsilon()
org.apache.commons.math3.analysis.MultivariateFunction	partialDerivative(int k)
double	value(double[] x)

Methods inherited from class java.lang.Object

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

Methods inherited from interface com.itemanalysis.psychometrics.optimization.Function

domainDimension, valueAt

Constructor Detail

AbstractDiffFunction

public AbstractDiffFunction()

AbstractDiffFunction

public AbstractDiffFunction(double EPSILON)

Method Detail

machineEpsilon

public double machineEpsilon()

gradient

public org.apache.commons.math3.analysis.MultivariateVectorFunction gradient()

partialDerivative

public org.apache.commons.math3.analysis.MultivariateFunction partialDerivative(int k)

value

public double value(double[] x)

gradient

public double[] gradient(double[] x)

Numerically compute gradientAt by the central difference method. Override this method when the analytic gradientAt is available.

Parameters:

x -

Returns:

derivativeAt

public double[] derivativeAt(double[] x)

Description copied from interface: DiffFunction

Returns the first-derivative vector at the input location.

Specified by:

derivativeAt in interface DiffFunction

Parameters:

x - a double[] input vector

Returns:

the vector of first partial derivatives.

hessianAt

public org.apache.commons.math3.linear.RealMatrix hessianAt(double[] x)

Numerically compute Hessian using a finite difference method. Override this method when the analytic Hessian is available.

Parameters:

x -

Returns: