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5 | 5 | /** |
6 | 6 | * {@link NumericalDifferentiationMethod} which uses the method of divided |
7 | 7 | * differences to estimate the derivatives. |
8 | | - * |
| 8 | + * |
9 | 9 | * @author Ryan Harrison |
10 | | - * |
| 10 | + * |
11 | 11 | */ |
12 | | -public class DividedDifferenceMethod extends NumericalDifferentiationMethod |
13 | | -{ |
14 | | - /** The direction of the differences to use */ |
15 | | - private DifferencesDirection direction; |
16 | | - |
17 | | - /** |
18 | | - * Construct a new {@link DividedDifferenceMethod} instance with the |
19 | | - * specified target {@link Function} |
20 | | - * |
21 | | - * This constructor will default the {@link DifferencesDirection} to Central |
22 | | - * |
23 | | - * @param function |
24 | | - * The target function to numerically estimate the derivatives of |
25 | | - */ |
26 | | - public DividedDifferenceMethod(Function function) |
27 | | - { |
28 | | - this(function, DifferencesDirection.Central); |
29 | | - } |
30 | | - |
31 | | - /** |
32 | | - * Construct a new {@link DividedDifferenceMethod} instance with the |
33 | | - * specified target {@link Function} and differences direction |
34 | | - * |
35 | | - * This constructor will default the {@link DifferencesDirection} to Central |
36 | | - * |
37 | | - * @param function |
38 | | - * The target function to numerically estimate the derivatives of |
39 | | - * @param direction |
40 | | - * The direction of the differences to use |
41 | | - */ |
42 | | - public DividedDifferenceMethod(Function function, DifferencesDirection direction) |
43 | | - { |
44 | | - super(function); |
45 | | - this.direction = direction; |
46 | | - } |
47 | | - |
48 | | - /** |
49 | | - * Construct a new {@link DividedDifferenceMethod} instance with the |
50 | | - * specified target {@link Function}, difference direction and change in x |
51 | | - * |
52 | | - * This constructor will default the {@link DifferencesDirection} to Central |
53 | | - * |
54 | | - * @param function |
55 | | - * The target function to numerically estimate the derivatives of |
56 | | - * @param direction |
57 | | - * The direction of the differences to use |
58 | | - * @param h |
59 | | - * The change in the value of x to use when numerically |
60 | | - * estimating the derivative using finite difference |
61 | | - * approximations. This value should be sufficiently small to |
62 | | - * increase accuracy but large enough to prevent rounding errors |
63 | | - */ |
64 | | - public DividedDifferenceMethod(Function function, DifferencesDirection direction, double h) |
65 | | - { |
66 | | - super(function, h); |
67 | | - this.direction = direction; |
68 | | - } |
69 | | - |
70 | | - /** |
71 | | - * {@inheritDoc} |
72 | | - */ |
73 | | - @Override |
74 | | - public double deriveFirst() |
75 | | - { |
76 | | - double x = targetPoint; |
77 | | - double h = this.h; |
78 | | - Function f = this.targetFunction; |
79 | | - |
80 | | - switch (this.direction) |
81 | | - { |
82 | | - case Forward: |
83 | | - return (-3 * f.evaluateAt(x) + 4 * f.evaluateAt(x + h) - f.evaluateAt(x + 2 * h)) |
84 | | - / 2 / h; |
85 | | - case Central: |
86 | | - return (f.evaluateAt(x + h) - f.evaluateAt(x - h)) / 2 / h; |
87 | | - case Backward: |
88 | | - return (3 * f.evaluateAt(x) - 4 * f.evaluateAt(x - h) + f.evaluateAt(x - 2 * h)) |
89 | | - / 2 / h; |
90 | | - } |
91 | | - |
92 | | - return x; |
93 | | - } |
94 | | - |
95 | | - /** |
96 | | - * {@inheritDoc} |
97 | | - */ |
98 | | - @Override |
99 | | - public double deriveFourth() |
100 | | - { |
101 | | - double x = targetPoint; |
102 | | - double h = this.h; |
103 | | - Function f = this.targetFunction; |
104 | | - |
105 | | - switch (this.direction) |
106 | | - { |
107 | | - case Forward: |
108 | | - return (3 * f.evaluateAt(x) - 14 * f.evaluateAt(x + h) + 26 |
109 | | - * f.evaluateAt(x + 2 * h) - 24 * f.evaluateAt(x + 3 * h) + 11 |
110 | | - * f.evaluateAt(x + 4 * h) - 2 * f.evaluateAt(x + 5 * h)) |
111 | | - / h / h / h / h; |
112 | | - case Central: |
113 | | - return (f.evaluateAt(x - 2 * h) - 4 * f.evaluateAt(x - h) + 6 * f.evaluateAt(x) - 4 |
114 | | - * f.evaluateAt(x + h) + f.evaluateAt(x + 2 * h)) |
115 | | - / h / h / h / h; |
116 | | - case Backward: |
117 | | - return (3 * f.evaluateAt(x) - 14 * f.evaluateAt(x - h) + 26 |
118 | | - * f.evaluateAt(x - 2 * h) - 24 * f.evaluateAt(x - 3 * h) + 11 |
119 | | - * f.evaluateAt(x - 4 * h) - 2 * f.evaluateAt(x - 5 * h)) |
120 | | - / h / h / h / h; |
121 | | - } |
122 | | - |
123 | | - return x; |
124 | | - } |
125 | | - |
126 | | - /** |
127 | | - * {@inheritDoc} |
128 | | - */ |
129 | | - @Override |
130 | | - public double deriveSecond() |
131 | | - { |
132 | | - double x = targetPoint; |
133 | | - double h = this.h; |
134 | | - Function f = this.targetFunction; |
135 | | - |
136 | | - switch (this.direction) |
137 | | - { |
138 | | - case Forward: |
139 | | - return (2 * f.evaluateAt(x) - 5 * f.evaluateAt(x + h) + 4 * f.evaluateAt(x + 2 * h) - f |
140 | | - .evaluateAt(x + 3 * h)) / h / h; |
141 | | - case Central: |
142 | | - return (f.evaluateAt(x - h) - 2 * f.evaluateAt(x) + f.evaluateAt(x + h)) / h / h; |
143 | | - case Backward: |
144 | | - return (2 * f.evaluateAt(x) - 5 * f.evaluateAt(x - h) + 4 * f.evaluateAt(x - 2 * h) - f |
145 | | - .evaluateAt(x - 3 * h)) / h / h; |
146 | | - } |
147 | | - |
148 | | - return x; |
149 | | - } |
150 | | - |
151 | | - /** |
152 | | - * {@inheritDoc} |
153 | | - */ |
154 | | - @Override |
155 | | - public double deriveThird() |
156 | | - { |
157 | | - double x = targetPoint; |
158 | | - double h = this.h; |
159 | | - Function f = this.targetFunction; |
160 | | - |
161 | | - switch (this.direction) |
162 | | - { |
163 | | - case Forward: |
164 | | - return (-5 * f.evaluateAt(x) + 18 * f.evaluateAt(x + h) - 24 |
165 | | - * f.evaluateAt(x + 2 * h) + 14 * f.evaluateAt(x + 3 * h) - 3 * f |
166 | | - .evaluateAt(x + 4 * h)) / 2 / h / h / h; |
167 | | - case Central: |
168 | | - return (-f.evaluateAt(x - 2 * h) + 2 * f.evaluateAt(x - h) - 2 |
169 | | - * f.evaluateAt(x + h) + f.evaluateAt(x + 2 * h)) |
170 | | - / 2 / h / h / h; |
171 | | - case Backward: |
172 | | - return (5 * f.evaluateAt(x) - 18 * f.evaluateAt(x - h) + 24 |
173 | | - * f.evaluateAt(x - 2 * h) - 14 * f.evaluateAt(x - 3 * h) + 3 * f |
174 | | - .evaluateAt(x - 4 * h)) / 2 / h / h / h; |
175 | | - } |
176 | | - |
177 | | - return x; |
178 | | - } |
| 12 | +public class DividedDifferenceMethod extends NumericalDifferentiationMethod { |
| 13 | + /** |
| 14 | + * The direction of the differences to use |
| 15 | + */ |
| 16 | + private DifferencesDirection direction; |
| 17 | + |
| 18 | + /** |
| 19 | + * Construct a new {@link DividedDifferenceMethod} instance with the |
| 20 | + * specified target {@link Function} |
| 21 | + * <p> |
| 22 | + * This constructor will default the {@link DifferencesDirection} to Central |
| 23 | + * |
| 24 | + * @param function The target function to numerically estimate the derivatives of |
| 25 | + */ |
| 26 | + public DividedDifferenceMethod(Function function) { |
| 27 | + this(function, DifferencesDirection.Central); |
| 28 | + } |
| 29 | + |
| 30 | + /** |
| 31 | + * Construct a new {@link DividedDifferenceMethod} instance with the |
| 32 | + * specified target {@link Function} and differences direction |
| 33 | + * <p> |
| 34 | + * This constructor will default the {@link DifferencesDirection} to Central |
| 35 | + * |
| 36 | + * @param function The target function to numerically estimate the derivatives of |
| 37 | + * @param direction The direction of the differences to use |
| 38 | + */ |
| 39 | + public DividedDifferenceMethod(Function function, DifferencesDirection direction) { |
| 40 | + super(function); |
| 41 | + this.direction = direction; |
| 42 | + } |
| 43 | + |
| 44 | + /** |
| 45 | + * Construct a new {@link DividedDifferenceMethod} instance with the |
| 46 | + * specified target {@link Function}, difference direction and change in x |
| 47 | + * <p> |
| 48 | + * This constructor will default the {@link DifferencesDirection} to Central |
| 49 | + * |
| 50 | + * @param function The target function to numerically estimate the derivatives of |
| 51 | + * @param direction The direction of the differences to use |
| 52 | + * @param h The change in the value of x to use when numerically |
| 53 | + * estimating the derivative using finite difference |
| 54 | + * approximations. This value should be sufficiently small to |
| 55 | + * increase accuracy but large enough to prevent rounding errors |
| 56 | + */ |
| 57 | + public DividedDifferenceMethod(Function function, DifferencesDirection direction, double h) { |
| 58 | + super(function, h); |
| 59 | + this.direction = direction; |
| 60 | + } |
| 61 | + |
| 62 | + /** |
| 63 | + * {@inheritDoc} |
| 64 | + */ |
| 65 | + @Override |
| 66 | + public double deriveFirst() { |
| 67 | + double x = targetPoint; |
| 68 | + double h = this.h; |
| 69 | + Function f = this.targetFunction; |
| 70 | + |
| 71 | + switch (this.direction) { |
| 72 | + case Forward: |
| 73 | + return (-3 * f.evaluateAt(x) + 4 * f.evaluateAt(x + h) - f.evaluateAt(x + 2 * h)) |
| 74 | + / 2 / h; |
| 75 | + case Central: |
| 76 | + return (f.evaluateAt(x + h) - f.evaluateAt(x - h)) / 2 / h; |
| 77 | + case Backward: |
| 78 | + return (3 * f.evaluateAt(x) - 4 * f.evaluateAt(x - h) + f.evaluateAt(x - 2 * h)) |
| 79 | + / 2 / h; |
| 80 | + } |
| 81 | + |
| 82 | + return x; |
| 83 | + } |
| 84 | + |
| 85 | + /** |
| 86 | + * {@inheritDoc} |
| 87 | + */ |
| 88 | + @Override |
| 89 | + public double deriveFourth() { |
| 90 | + double x = targetPoint; |
| 91 | + double h = this.h; |
| 92 | + Function f = this.targetFunction; |
| 93 | + |
| 94 | + switch (this.direction) { |
| 95 | + case Forward: |
| 96 | + return (3 * f.evaluateAt(x) - 14 * f.evaluateAt(x + h) + 26 |
| 97 | + * f.evaluateAt(x + 2 * h) - 24 * f.evaluateAt(x + 3 * h) + 11 |
| 98 | + * f.evaluateAt(x + 4 * h) - 2 * f.evaluateAt(x + 5 * h)) |
| 99 | + / h / h / h / h; |
| 100 | + case Central: |
| 101 | + return (f.evaluateAt(x - 2 * h) - 4 * f.evaluateAt(x - h) + 6 * f.evaluateAt(x) - 4 |
| 102 | + * f.evaluateAt(x + h) + f.evaluateAt(x + 2 * h)) |
| 103 | + / h / h / h / h; |
| 104 | + case Backward: |
| 105 | + return (3 * f.evaluateAt(x) - 14 * f.evaluateAt(x - h) + 26 |
| 106 | + * f.evaluateAt(x - 2 * h) - 24 * f.evaluateAt(x - 3 * h) + 11 |
| 107 | + * f.evaluateAt(x - 4 * h) - 2 * f.evaluateAt(x - 5 * h)) |
| 108 | + / h / h / h / h; |
| 109 | + } |
| 110 | + |
| 111 | + return x; |
| 112 | + } |
| 113 | + |
| 114 | + /** |
| 115 | + * {@inheritDoc} |
| 116 | + */ |
| 117 | + @Override |
| 118 | + public double deriveSecond() { |
| 119 | + double x = targetPoint; |
| 120 | + double h = this.h; |
| 121 | + Function f = this.targetFunction; |
| 122 | + |
| 123 | + switch (this.direction) { |
| 124 | + case Forward: |
| 125 | + return (2 * f.evaluateAt(x) - 5 * f.evaluateAt(x + h) + 4 * f.evaluateAt(x + 2 * h) - f |
| 126 | + .evaluateAt(x + 3 * h)) / h / h; |
| 127 | + case Central: |
| 128 | + return (f.evaluateAt(x - h) - 2 * f.evaluateAt(x) + f.evaluateAt(x + h)) / h / h; |
| 129 | + case Backward: |
| 130 | + return (2 * f.evaluateAt(x) - 5 * f.evaluateAt(x - h) + 4 * f.evaluateAt(x - 2 * h) - f |
| 131 | + .evaluateAt(x - 3 * h)) / h / h; |
| 132 | + } |
| 133 | + |
| 134 | + return x; |
| 135 | + } |
| 136 | + |
| 137 | + /** |
| 138 | + * {@inheritDoc} |
| 139 | + */ |
| 140 | + @Override |
| 141 | + public double deriveThird() { |
| 142 | + double x = targetPoint; |
| 143 | + double h = this.h; |
| 144 | + Function f = this.targetFunction; |
| 145 | + |
| 146 | + switch (this.direction) { |
| 147 | + case Forward: |
| 148 | + return (-5 * f.evaluateAt(x) + 18 * f.evaluateAt(x + h) - 24 |
| 149 | + * f.evaluateAt(x + 2 * h) + 14 * f.evaluateAt(x + 3 * h) - 3 * f |
| 150 | + .evaluateAt(x + 4 * h)) / 2 / h / h / h; |
| 151 | + case Central: |
| 152 | + return (-f.evaluateAt(x - 2 * h) + 2 * f.evaluateAt(x - h) - 2 |
| 153 | + * f.evaluateAt(x + h) + f.evaluateAt(x + 2 * h)) |
| 154 | + / 2 / h / h / h; |
| 155 | + case Backward: |
| 156 | + return (5 * f.evaluateAt(x) - 18 * f.evaluateAt(x - h) + 24 |
| 157 | + * f.evaluateAt(x - 2 * h) - 14 * f.evaluateAt(x - 3 * h) + 3 * f |
| 158 | + .evaluateAt(x - 4 * h)) / 2 / h / h / h; |
| 159 | + } |
| 160 | + |
| 161 | + return x; |
| 162 | + } |
179 | 163 | } |
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