Class Jacobian
- java.lang.Object
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- dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.DenseMatrix
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- dev.nm.analysis.differentiation.multivariate.Jacobian
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- All Implemented Interfaces:
Matrix
,MatrixAccess
,MatrixRing
,MatrixTable
,Densifiable
,AbelianGroup<Matrix>
,Monoid<Matrix>
,Ring<Matrix>
,Table
,DeepCopyable
public class Jacobian extends DenseMatrix
The Jacobian matrix is the matrix of all first-order partial derivatives of a vector-valued function. For a Rn->Rm function, we have a \(m \times n\) matrix. \[ J=\begin{bmatrix} \dfrac{\partial y_1}{\partial x_1} & \cdots & \dfrac{\partial y_1}{\partial x_n} \\ \vdots & \ddots & \vdots \\ \dfrac{\partial y_m}{\partial x_1} & \cdots & \dfrac{\partial y_m}{\partial x_n} \end{bmatrix} \] This implementation computes the Jacobian matrix numerically using the finite difference method.
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Constructor Summary
Constructors Constructor Description Jacobian(RealScalarFunction[] f, Vector x)
Construct the Jacobian matrix for a multivariate function f at point x.Jacobian(RealVectorFunction f, Vector x)
Construct the Jacobian matrix for a multivariate function f at point x.Jacobian(List<RealScalarFunction> f, Vector x)
Construct the Jacobian matrix for a multivariate function f at point x.
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Method Summary
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Methods inherited from class dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.DenseMatrix
add, deepCopy, equals, get, getColumn, getColumn, getRow, getRow, hashCode, minus, multiply, multiply, nCols, nRows, ONE, opposite, scaled, set, setColumn, setRow, t, toDense, toString, ZERO
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Constructor Detail
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Jacobian
public Jacobian(RealVectorFunction f, Vector x)
Construct the Jacobian matrix for a multivariate function f at point x.- Parameters:
f
- a multivariate functionx
- the point to evaluate the Jacobian matrix at
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Jacobian
public Jacobian(RealScalarFunction[] f, Vector x)
Construct the Jacobian matrix for a multivariate function f at point x.- Parameters:
f
- a multivariate function in the form of an array of univariate functionsx
- the point to evaluate the Jacobian matrix at
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Jacobian
public Jacobian(List<RealScalarFunction> f, Vector x)
Construct the Jacobian matrix for a multivariate function f at point x.- Parameters:
f
- a multivariate function in the form of a list of univariate functionsx
- the point to evaluate the Jacobian matrix at
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