Examples of com.opengamma.analytics.math.differentiation.ScalarFirstOrderDifferentiator

Package com.opengamma.analytics.math.differentiation

Examples of com.opengamma.analytics.math.differentiation.ScalarFirstOrderDifferentiator

com.opengamma.analytics.math.differentiation.ScalarFirstOrderDifferentiator
Differentiates a scalar function with respect to its argument using finite difference.
For a function $y = f(x)$ where $x$ and $y$ are scalars, this class produces a gradient function $g(x)$, i.e. a function that returns the gradient for each point $x$, where $g$ is the scalar $\frac{dy}{dx}$.

    assertEquals(-Math.sin(1.0), VECTOR_PARAMS.evaluate(2.0, parms), 0.0);


    final Function1D<Double, Double> func = VECTOR_PARAMS.asFunctionOfArguments(parms);
    assertEquals(1.0, func.evaluate(-Math.PI), 0.0);


    final ScalarFirstOrderDifferentiator diff = new ScalarFirstOrderDifferentiator();
    final Function1D<Double, Double> grad = diff.differentiate(func);
    assertEquals(-0.5, grad.evaluate(0.0), 1e-8);


    final Function1D<DoubleMatrix1D, Double> params_func = VECTOR_PARAMS.asFunctionOfParameters(1.0);
    final ScalarFieldFirstOrderDifferentiator vdiff = new ScalarFieldFirstOrderDifferentiator();
    final Function1D<DoubleMatrix1D, DoubleMatrix1D> vgrad = vdiff.differentiate(params_func);

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  }


  @Test
  public void testDerivative() {
    final Function1D<Double, Double> func = CURVE_NS.toFunction1D();
    final ScalarFirstOrderDifferentiator diff = new ScalarFirstOrderDifferentiator();
    final Function1D<Double, Double> grad = diff.differentiate(func);


    for (int i = 0; i < 50; i++) {
      final double t = 0 + 10.0 * i / 99.;
      final double fd = grad.evaluate(t);
      final double anal = CURVE_NS.getDyDx(t);

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com.opengamma.analytics.math.curve.DoublesCurveNelsonSiegelTest

com.opengamma.analytics.math.function.ParameterizedFunctionTest

com.opengamma.analytics.math.MathException

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