repicea.math

Interface DerivableMatrixFunction<ParameterID>

Type Parameters:

ParameterID - an enum that defines the parameter index

public interface DerivableMatrixFunction<ParameterID>

This interface returns the first and second derivatives of a matrix function.

Method Summary

Modifier and Type	Method and Description
Matrix	getGradient(ParameterID parameter) This method returns a vector that contains the first derivatives of the function with respect to its parameters.
Matrix	getHessian(ParameterID parameter1, ParameterID parameter2) This method returns a matrix that contains the second derivatives of the matrix function with respect to its parameters.

Method Detail

getGradient

Matrix getGradient(ParameterID parameter)

This method returns a vector that contains the first derivatives of the function with respect to its parameters.

Parameters:

parameter - a parameter with respect to the matrix function has to be derived

Returns:

a Matrix instance

getHessian

Matrix getHessian(ParameterID parameter1,
                  ParameterID parameter2)

This method returns a matrix that contains the second derivatives of the matrix function with respect to its parameters.

Parameters:

parameter1 - the index of the first parameter

parameter2 - the index of the second parameter

Returns:

a Matrix instance