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From Luc Maisonobe <...@spaceroots.org>
Subject Re: [math] FiniteDifferencesDifferentiator is not convenient for simple differentiation task
Date Wed, 06 Aug 2014 14:05:22 GMT
Hi Alexander

Le 06/08/2014 15:53, Alexander Nozik a écrit :
> A DerivativeStructure and UnivariateDifferentiableFunction are great
> tools if one needs to investigate the whole function but are not
> convenient if one just needs derivative in a given point.
> In order to calculate a derivative of function in a given point one
> needs something like that:
> 
>     public static double calculateDerivative(UnivariateFunction
> function, double point, double step) {
>         FiniteDifferencesDifferentiator diff = new
> FiniteDifferencesDifferentiator(numPoints, step);
>         UnivariateDifferentiableFunction derivative =
> diff.differentiate(function);
>         DerivativeStructure x = new DerivativeStructure(1, 1, 0, point);
>         DerivativeStructure y = derivative.value(x);
>         return y.getPartialDerivative(1);
>     }
> 
> which is not very convenient. Perhaps you could add some helper methods
> to FiniteDifferencesDifferentiator or to utility class like
> FunctionUtils. Also it would be good to have helper methods to get the
> derivatives of UnivariateDifferentiableFunction or
> MultivariateDifferentiableFunction as simple Univariate or Multivariate
> functions (or vector-functions). In java 8 it could be simply done by
> adding some default methods to corresponding interfaces. But since
> commons-math does not support java 8 (as far as I can understand), it
> should be some utility class.

You are right, helper methods would be good.

Could you open a Jira issue with this idea so we don't forget it?

best regards,
Luc

> 
> With best regards, Alexander Nozik.
> 
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