com.opengamma.strata.math.impl.function

Class VectorFunction

java.lang.Object

com.opengamma.strata.math.impl.function.VectorFunction

All Implemented Interfaces:

Function<DoubleArray,DoubleArray>

Direct Known Subclasses:

ConcatenatedVectorFunction, ParameterizedCurveVectorFunction

public abstract class VectorFunction
extends Object
implements Function<DoubleArray,DoubleArray>

Abstraction for the vector function $f: \mathbb{R}^m \to \mathbb{R}^n \quad x \mapsto f(x)$ where the Jacobian $j : \mathbb{R}^m \to \mathbb{R}^{n\times m} \quad x \mapsto j(x)$ is also provided.

Constructor Summary

Constructors

Constructor and Description
VectorFunction()

Method Summary

Modifier and Type	Method and Description
abstract DoubleMatrix	calculateJacobian(DoubleArray x) Calculate the Jacobian at a point $\mathbf{x}$.
abstract int	getLengthOfDomain() The length of the input vector $\mathbf{x}$.
abstract int	getLengthOfRange() The length of the output vector $\mathbf{y}$.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface java.util.function.Function

andThen, apply, compose, identity

Constructor Detail

VectorFunction

public VectorFunction()

Method Detail

calculateJacobian

public abstract DoubleMatrix calculateJacobian(DoubleArray x)

Calculate the Jacobian at a point $\mathbf{x}$. For a function $f: \mathbb{R}^m \to \mathbb{R}^n \quad x \mapsto f(x)$, the Jacobian is a n by m matrix.

Parameters:

x - the input vector $\mathbf{x}$

Returns:

the Jacobian $\mathbf{J}$

getLengthOfDomain

public abstract int getLengthOfDomain()

The length of the input vector $\mathbf{x}$.

Returns:

length of input vector (domain)

getLengthOfRange

public abstract int getLengthOfRange()

The length of the output vector $\mathbf{y}$.

Returns:

length of output vector (range)