Package ffx.numerics.func1d

Interface UnivariateDiffFunction

All Known Subinterfaces:

UnivariateSwitchingFunction

All Known Implementing Classes:

BellCurveSwitch, CompositeSwitch, ConstantSwitch, LinearDerivativeSwitch, MultiplicativeSwitch, PowerSwitch, QuasiLinearThetaMap, SquaredTrigSwitch

public interface UnivariateDiffFunction

A UnivariateDiffFunction describes a function of a single value (often lambda). Generally, it should be at least twice differentiable.

Author:

Jacob M. Litman, Michael J. Schnieders

Method Summary

Modifier and Type	Method	Description
double	firstDerivative(double x)	First derivative at a point.
double	nthDerivative(double x, int order)	N'th order derivative at a point.
double	secondDerivative(double x)	Second derivative at a point.
double	valueAt(double x)	Value at a point

Method Details

firstDerivative

double firstDerivative(double x)
                throws IllegalArgumentException

First derivative at a point.

Parameters:

x - a double.

Returns:

f'(x)

Throws:

IllegalArgumentException - If f'(x) is undefined at x.

nthDerivative

double nthDerivative(double x,
 int order)
              throws IllegalArgumentException

N'th order derivative at a point. Should be relatively optional for any order above 2.

Parameters:

x - a double.

order - Derivative order (>= 1)

Returns:

d^nf(x)/dx^n

Throws:

IllegalArgumentException - If derivative undefined at x.

secondDerivative

double secondDerivative(double x)
                 throws IllegalArgumentException

Second derivative at a point.

Parameters:

x - a double.

Returns:

f''(x)

Throws:

IllegalArgumentException - If f''(x) is undefined at x.

valueAt

double valueAt(double x)
        throws IllegalArgumentException

Value at a point

Parameters:

x - a double.

Returns:

f(x)

Throws:

IllegalArgumentException - If f(x) is undefined at x.