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From er...@apache.org
Subject svn commit: r1073363 - in /commons/proper/math/trunk/src: main/java/org/apache/commons/math/analysis/function/HarmonicOscillator.java test/java/org/apache/commons/math/analysis/function/HarmonicOscillatorTest.java
Date Tue, 22 Feb 2011 15:34:21 GMT
Author: erans
Date: Tue Feb 22 15:34:20 2011
New Revision: 1073363

URL: http://svn.apache.org/viewvc?rev=1073363&view=rev
Log:
MATH-518
Created new function object to replace "HarmonicFunction" (in package
"optimization.fitting").

Added:
    commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/HarmonicOscillator.java
  (with props)
    commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/HarmonicOscillatorTest.java
  (with props)

Added: commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/HarmonicOscillator.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/HarmonicOscillator.java?rev=1073363&view=auto
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/HarmonicOscillator.java
(added)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/HarmonicOscillator.java
Tue Feb 22 15:34:20 2011
@@ -0,0 +1,155 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *      http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.math.analysis.function;
+
+import org.apache.commons.math.analysis.UnivariateRealFunction;
+import org.apache.commons.math.analysis.DifferentiableUnivariateRealFunction;
+import org.apache.commons.math.analysis.ParametricUnivariateRealFunction;
+import org.apache.commons.math.exception.NullArgumentException;
+import org.apache.commons.math.exception.DimensionMismatchException;
+import org.apache.commons.math.util.FastMath;
+
+/**
+ * <a href="http://en.wikipedia.org/wiki/Harmonic_oscillator">
+ *  simple harmonic oscillator</a> function.
+ *
+ * @version $Revision$ $Date$
+ * @since 3.0
+ */
+public class HarmonicOscillator implements DifferentiableUnivariateRealFunction {
+    /** Amplitude. */
+    private final double amplitude;
+    /** Angular requency. */
+    private final double omega;
+    /** Phase. */
+    private final double phase;
+
+    /**
+     * Harmonic oscillator function.
+     *
+     * @param amplitude Amplitude.
+     * @param omega Angular frequency.
+     * @param phase Phase.
+     */
+    public HarmonicOscillator(double amplitude,
+                              double omega,
+                              double phase) {
+        this.amplitude = amplitude;
+        this.omega = omega;
+        this.phase = phase;
+    }
+
+    /** {@inheritDoc} */
+    public double value(double x) {
+        return value(omega * x + phase, amplitude);
+    }
+
+    /** {@inheritDoc} */
+    public UnivariateRealFunction derivative() {
+        return new UnivariateRealFunction() {
+            /** {@inheritDoc} */
+            public double value(double x) {
+                return -amplitude * omega * FastMath.sin(omega * x + phase);
+            }
+        };
+    }
+
+    /**
+     * Parametric function where the input array contains the parameters of
+     * the harmonic oscillator function, ordered as follows:
+     * <ul>
+     *  <li>Amplitude</li>
+     *  <li>Angular frequency</li>
+     *  <li>Phase</li>
+     * </ul>
+     */
+    public static class Parametric implements ParametricUnivariateRealFunction {
+        /**
+         * Computes the value of the harmonic oscillator at {@code x}.
+         *
+         * @param x Value for which the function must be computed.
+         * @param param Values of norm, mean and standard deviation.
+         * @return the value of the function.
+         * @throws NullArgumentException if {@code param} is {@code null}.
+         * @throws DimensionMismatchException if the size of {@code param} is
+         * not 3.
+         */
+        public double value(double x,
+                            double[] param) {
+            validateParameters(param);
+            return HarmonicOscillator.value(x * param[1] + param[2], param[0]);
+        }
+
+        /**
+         * Computes the value of the gradient at {@code x}.
+         * The components of the gradient vector are the partial
+         * derivatives of the function with respect to each of the
+         * <em>parameters</em> (amplitude, angular frequency and phase).
+         *
+         * @param x Value at which the gradient must be computed.
+         * @param param Values of amplitude, angular frequency and phase.
+         * @return the gradient vector at {@code x}.
+         * @throws NullArgumentException if {@code param} is {@code null}.
+         * @throws DimensionMismatchException if the size of {@code param} is
+         * not 3.
+         */
+        public double[] gradient(double x, double[] param) {
+            validateParameters(param);
+
+            final double amplitude = param[0];
+            final double omega = param[1];
+            final double phase = param[2];
+
+            final double xTimesOmegaPlusPhase = omega * x + phase;
+            final double a = HarmonicOscillator.value(xTimesOmegaPlusPhase, 1);
+            final double p = -amplitude * FastMath.sin(xTimesOmegaPlusPhase);
+            final double w = p * x;
+
+            return new double[] { a, w, p };
+        }
+
+        /**
+         * Validates parameters to ensure they are appropriate for the evaluation of
+         * the {@link #value(double,double[])} and {@link #gradient(double,double[])}
+         * methods.
+         *
+         * @param param Values of norm, mean and standard deviation.
+         * @throws NullArgumentException if {@code param} is {@code null}.
+         * @throws DimensionMismatchException if the size of {@code param} is
+         * not 3.
+         */
+        private void validateParameters(double[] param) {
+            if (param == null) {
+                throw new NullArgumentException();
+            }
+            if (param.length != 3) {
+                throw new DimensionMismatchException(param.length, 3);
+            }
+        }
+    }
+
+    /**
+     * @param xTimesOmegaPlusPhase {@code omega * x + phase}.
+     * @param amplitude Amplitude.
+     * @return the value of the harmonic oscillator function at {@code x}.
+     */
+    private static double value(double xTimesOmegaPlusPhase,
+                                double amplitude) {
+        return amplitude * FastMath.cos(xTimesOmegaPlusPhase);
+    }
+}

Propchange: commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/HarmonicOscillator.java
------------------------------------------------------------------------------
    svn:eol-style = native

Added: commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/HarmonicOscillatorTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/HarmonicOscillatorTest.java?rev=1073363&view=auto
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/HarmonicOscillatorTest.java
(added)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/HarmonicOscillatorTest.java
Tue Feb 22 15:34:20 2011
@@ -0,0 +1,118 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *      http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.math.analysis.function;
+
+import org.apache.commons.math.analysis.UnivariateRealFunction;
+import org.apache.commons.math.exception.NotStrictlyPositiveException;
+import org.apache.commons.math.exception.NullArgumentException;
+import org.apache.commons.math.exception.DimensionMismatchException;
+import org.apache.commons.math.util.FastMath;
+
+import org.junit.Assert;
+import org.junit.Test;
+
+/**
+ * Test for class {@link HarmonicOscillator}.
+ */
+public class HarmonicOscillatorTest {
+    private final double EPS = Math.ulp(1d);
+
+    @Test
+    public void testSomeValues() {
+        final double a = -1.2;
+        final double w = 0.34;
+        final double p = 5.6;
+        final UnivariateRealFunction f = new HarmonicOscillator(a, w, p);
+
+        final double d = 0.12345;
+        for (int i = 0; i < 10; i++) {
+            final double v = i * d;
+            Assert.assertEquals(a * FastMath.cos(w * v + p), f.value(v), 0);
+        }
+    }
+
+    @Test
+    public void testDerivative() {
+        final double a = -1.2;
+        final double w = 0.34;
+        final double p = 5.6;
+        final HarmonicOscillator f = new HarmonicOscillator(a, w, p);
+        final UnivariateRealFunction dfdx = f.derivative();
+
+        final double d = 0.12345;
+        for (int i = 0; i < 10; i++) {
+            final double v = i * d;
+            Assert.assertEquals(-a * w * FastMath.sin(w * v + p), dfdx.value(v), 0);
+        }
+    }
+
+    @Test(expected=NullArgumentException.class)
+    public void testParametricUsage1() {
+        final HarmonicOscillator.Parametric g = new HarmonicOscillator.Parametric();
+        g.value(0, null);
+    }
+
+    @Test(expected=DimensionMismatchException.class)
+    public void testParametricUsage2() {
+        final HarmonicOscillator.Parametric g = new HarmonicOscillator.Parametric();
+        g.value(0, new double[] {0});
+    }
+
+    @Test(expected=NullArgumentException.class)
+    public void testParametricUsage3() {
+        final HarmonicOscillator.Parametric g = new HarmonicOscillator.Parametric();
+        g.gradient(0, null);
+    }
+
+    @Test(expected=DimensionMismatchException.class)
+    public void testParametricUsage4() {
+        final HarmonicOscillator.Parametric g = new HarmonicOscillator.Parametric();
+        g.gradient(0, new double[] {0});
+    }
+
+    @Test
+    public void testParametricValue() {
+        final double amplitude = 2;
+        final double omega = 3;
+        final double phase = 4;
+        final HarmonicOscillator f = new HarmonicOscillator(amplitude, omega, phase);
+
+        final HarmonicOscillator.Parametric g = new HarmonicOscillator.Parametric();
+        Assert.assertEquals(f.value(-1), g.value(-1, new double[] {amplitude, omega, phase}),
0);
+        Assert.assertEquals(f.value(0), g.value(0, new double[] {amplitude, omega, phase}),
0);
+        Assert.assertEquals(f.value(2), g.value(2, new double[] {amplitude, omega, phase}),
0);
+    }
+
+    @Test
+    public void testParametricGradient() {
+        final double amplitude = 2;
+        final double omega = 3;
+        final double phase = 4;
+        final HarmonicOscillator.Parametric f = new HarmonicOscillator.Parametric();
+
+        final double x = 1;
+        final double[] grad = f.gradient(1, new double[] {amplitude, omega, phase});
+        final double xTimesOmegaPlusPhase = omega * x + phase;
+        final double a = FastMath.cos(xTimesOmegaPlusPhase);
+        Assert.assertEquals(a, grad[0], EPS);
+        final double w = -amplitude * x * FastMath.sin(xTimesOmegaPlusPhase);
+        Assert.assertEquals(w, grad[1], EPS);
+        final double p = -amplitude * FastMath.sin(xTimesOmegaPlusPhase);
+        Assert.assertEquals(p, grad[2], EPS);
+    }
+}

Propchange: commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/HarmonicOscillatorTest.java
------------------------------------------------------------------------------
    svn:eol-style = native



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