SuanShu, a Java numerical and statistical library

Package com.numericalmethod.suanshu.analysis.differentiation.multivariate

Class Summary
BorderedHessian A bordered Hessian matrix consists of the Hessian of a multivariate function f, and the gradient of a multivariate function g.
FiniteDifference This class computes the numerical partial derivative of a function.
Gradient The gradient of a scalar field is a vector field which points in the direction of the greatest rate of increase of the scalar field, and of which the magnitude is the greatest rate of change.
GradientFunction Compute the gradient function, g(x), for a real scalar function f(x).
Hessian The Hessian matrix is the square matrix of the second-order partial derivatives of a multivariate function.
HessianFunction Compute the Hessian function, H(x), for a real scalar function f(x).
Jacobian The Jacobian matrix is the matrix of all first-order partial derivatives of a vector-valued function.
JacobianFunction Compute the Jacobian function, J(x), for a real vector-valued function f(x).
 


SuanShu, a Java numerical and statistical library

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