/* * 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); } }