com.opengamma.strata.math.impl.differentiation

Interface Differentiator<S,T,U>

Type Parameters:

S - the domain type of the function

T - the range type of the function

U - the range type of the differential

All Known Implementing Classes:

MatrixFieldFirstOrderDifferentiator, ScalarFieldFirstOrderDifferentiator, ScalarFirstOrderDifferentiator, ScalarSecondOrderDifferentiator, VectorFieldFirstOrderDifferentiator, VectorFieldSecondOrderDifferentiator

public interface Differentiator<S,T,U>

Given a one-dimensional function (see Function), returns a function that calculates the gradient.

Method Summary

Modifier and Type	Method and Description
Function<S,U>	differentiate(Function<S,T> function) Provides a function that performs the differentiation.
Function<S,U>	differentiate(Function<S,T> function, Function<S,Boolean> domain) Provides a function that performs the differentiation.

Method Detail

differentiate

Function<S,U> differentiate(Function<S,T> function)

Provides a function that performs the differentiation.

Parameters:

function - a function for which to get the differential function

Returns:

a function that calculates the differential

differentiate

Function<S,U> differentiate(Function<S,T> function,
                            Function<S,Boolean> domain)

Provides a function that performs the differentiation.

Parameters:

function - a function for which to get the differential function

domain - a function that returns false if the requested value is not in the domain, true otherwise

Returns:

a function that calculates the differential