/*
* FunctionDerivative.java
*
* Copyright (c) 2002-2015 Alexei Drummond, Andrew Rambaut and Marc Suchard
*
* This file is part of BEAST.
* See the NOTICE file distributed with this work for additional
* information regarding copyright ownership and licensing.
*
* BEAST is free software; you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as
* published by the Free Software Foundation; either version 2
* of the License, or (at your option) any later version.
*
* BEAST is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with BEAST; if not, write to the
* Free Software Foundation, Inc., 51 Franklin St, Fifth Floor,
* Boston, MA 02110-1301 USA
*/
package dr.math.functionEval;
import dr.math.interfaces.OneVariableFunction;
/**
* Evaluate an approximation of the derivative of a given function.
*
* @author Didier H. Besset
*/
public final class FunctionDerivative implements OneVariableFunction
{
/**
* Function for which the derivative is computed.
*/
private OneVariableFunction f;
/**
* Relative interval variation to compute derivative.
*/
private double relativePrecision = 0.0001;
/**
* Constructor method.
* @param func the function for which the derivative is computed.
*/
public FunctionDerivative( OneVariableFunction func)
{
this( func, 0.000001);
}
/**
* Constructor method.
* @param func the function for which the derivative is computed.
* @param precision the relative step used to compute the derivative.
*/
public FunctionDerivative( OneVariableFunction func, double precision)
{
f = func;
relativePrecision = precision;
}
/**
* Returns the value of the function's derivative
* for the specified variable value.
*/
public double value( double x)
{
double x1 = x == 0 ? relativePrecision
: x * ( 1 + relativePrecision);
double x2 = 2 * x - x1;
return (f.value(x1) - f.value(x2)) / (x1 - x2);
}
}