com.numericalmethod.suanshu.analysis.differentiation.multivariate
Class HessianFunction

java.lang.Object
  com.numericalmethod.suanshu.analysis.differentiation.multivariate.HessianFunction

All Implemented Interfaces:

Function, RntoMatrix

public class HessianFunction
extends java.lang.Object
implements RntoMatrix

Compute the Hessian function, H(x), for a real scalar function f(x).

The Hessian function evaluates the Hessian matrix at a point using a numerical method, e.g., finite difference. H(x) has the same domain as f(x).

Nested Class Summary

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.analysis.function.Function

Function.EvaluationException

Field Summary

RealScalarFunction

f the real scalar function to compute the Hessian for

Constructor Summary

HessianFunction(RealScalarFunction f)
Construct a HessianFunction to compute the Hessian matrix numerically.

Method Summary

int	dimension4Domain() Get the number of variables of the function.
int	dimension4Range() Get the dimension of the range space the function.
Matrix	evaluate(double... x) Compute H(x).

Methods inherited from class java.lang.Object

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

Field Detail

f

public final RealScalarFunction f

the real scalar function to compute the Hessian for

Constructor Detail

HessianFunction

public HessianFunction(RealScalarFunction f)

Construct a HessianFunction to compute the Hessian matrix numerically.

Parameters:

f - a real scalar function

Method Detail

evaluate

public Matrix evaluate(double... x)

Compute H(x). A RntoMatrix function, f, takes a double array double[],

{x0, x1, ..., xn}

and maps it to a Matrix,

M = f(x0, x1, ..., xn)

Specified by:

evaluate in interface RntoMatrix

Parameters:

x - a point x

Returns:

H(x)

dimension4Domain

public int dimension4Domain()

Description copied from interface: Function

Get the number of variables of the function.

For example, for a univariate function, the domain dimension is 1. For a bivariate function, the domain dimension is 2.

Specified by:

dimension4Domain in interface Function

Returns:

the number of variables

dimension4Range

public int dimension4Range()

Description copied from interface: Function

Get the dimension of the range space the function.

For example, for a Rn->Rm function, the dimension of the range is m.

Specified by:

dimension4Range in interface Function

Returns:

the dimension of the range