agi.foundation.numericalmethods.advanced

(agi.foundation.core-2025r1.jar)

Class SolvableMultivariableFunctionOperations

java.lang.Object

agi.foundation.numericalmethods.advanced.SolvableMultivariableFunctionOperations

public final class SolvableMultivariableFunctionOperations
extends Object

A set of common methods for using a SolvableMultivariableFunction.

Method Summary

Modifier and Type	Method and Description
static NumericallyComputedMultivariableFunctionDerivativeResults	computeJacobianNumerically(SolvableMultivariableFunction function, double[] variables, double[] perturbationValues, FiniteDifferenceMethod differenceMethod, boolean multithreaded, SolvableMultivariableFunctionResults precomputedValueResults, ITrackCalculationProgress progressTracker) Computes the Jacobian of a SolvableMultivariableFunction numerically.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

computeJacobianNumerically

@Nonnull
public static NumericallyComputedMultivariableFunctionDerivativeResults computeJacobianNumerically(@Nonnull
                                                                                                             SolvableMultivariableFunction function,
                                                                                                             @Nonnull
                                                                                                             double[] variables,
                                                                                                             @Nonnull
                                                                                                             double[] perturbationValues,
                                                                                                             @Nonnull
                                                                                                             FiniteDifferenceMethod differenceMethod,
                                                                                                             boolean multithreaded,
                                                                                                             @Nullable
                                                                                                             SolvableMultivariableFunctionResults precomputedValueResults,
                                                                                                             @Nullable
                                                                                                             ITrackCalculationProgress progressTracker)

Computes the Jacobian of a SolvableMultivariableFunction numerically. This will call the appropriate events on the functions as they are computed.

Parameters:

function - The SolvableMultivariableFunction to compute the Jacobian for.

variables - The independent variables to compute the Jacobian at.

perturbationValues - How much each variables should be perturbed while computing the Jacobian.

differenceMethod - The differencing method to use to numerically compute the derivative.

multithreaded - Should this routine use a multithreaded algorithm. Usually the multithreaded algorithm will be faster, however in cases where there are very few variables and the function evaluates very quickly, it may be faster to set this to false.

precomputedValueResults - The function results at the variables. This is optional; if this is null then the function will be evaluated at the variables.

progressTracker - An optional progress tracker.

Returns:

The evaluated Jacobian of the function.