kmath-core/space.kscience.kmath.expressions/DS

DS

@UnstableKMathAPI
interface DS<T, A : Ring<T>>(source)

Class representing both the value and the differentials of a function.

This class is the workhorse of the differentiation package.

This class is an implementation of the extension to Rall's numbers described in Dan Kalman's paper Doubly Recursive Multivariate Automatic Differentiation, Mathematics Magazine, vol. 75, no. 3, June 2002. Rall's numbers are an extension to the real numbers used throughout mathematical expressions; they hold the derivative together with the value of a function. Dan Kalman's derivative structures hold all partial derivatives up to any specified order, with respect to any number of free parameters. Rall's numbers therefore can be seen as derivative structures for order one derivative and one free parameter, and real numbers can be seen as derivative structures with zero order derivative and no free parameters.

Derived from Commons Math's DerivativeStructure.

Inheritors

Functions

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@UnstableKMathAPI
fun <T, A : Ring<T>> DS<T, A>.derivative(vararg symbols: Symbol): T
@UnstableKMathAPI
fun <T, A : Ring<T>> DS<T, A>.derivative(symbols: List<Symbol>): T

Provide a partial derivative with given symbols. On symbol could me mentioned multiple times

Properties

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abstract val data: Buffer<T>
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abstract val derivativeAlgebra: DSAlgebra<T, A>
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@UnstableKMathAPI
val <T, A : Ring<T>> DS<T, A>.value: T

The value part of the derivative structure.