# Package org.apache.commons.math3.analysis.differentiation

See: Description

Interface Summary Interface Description MultivariateDifferentiableFunction Extension of`MultivariateFunction`

representing a multivariate differentiable real function.MultivariateDifferentiableVectorFunction Extension of`MultivariateVectorFunction`

representing a multivariate differentiable vectorial function.UnivariateDifferentiableFunction Interface for univariate functions derivatives.UnivariateDifferentiableMatrixFunction Extension of`UnivariateMatrixFunction`

representing a univariate differentiable matrix function.UnivariateDifferentiableVectorFunction Extension of`UnivariateVectorFunction`

representing a univariate differentiable vectorial function.UnivariateFunctionDifferentiator Interface defining the function differentiation operation.UnivariateMatrixFunctionDifferentiator Interface defining the function differentiation operation.UnivariateVectorFunctionDifferentiator Interface defining the function differentiation operation.Class Summary Class Description DerivativeStructure Class representing both the value and the differentials of a function.DSCompiler Class holding "compiled" computation rules for derivative structures.FiniteDifferencesDifferentiator Univariate functions differentiator using finite differences.GradientFunction Class representing the gradient of a multivariate function.JacobianFunction Class representing the Jacobian of a multivariate vector function.SparseGradient First derivative computation with large number of variables.

## Package org.apache.commons.math3.analysis.differentiation Description

This package holds the main interfaces and basic building block classes dealing with differentiation. The core class is `DerivativeStructure`

which holds the value and the differentials of a function. This class handles some arbitrary number of free parameters and arbitrary differentiation order. It is used both as the input and the output type for the `UnivariateDifferentiableFunction`

interface. Any differentiable function should implement this interface.

The `UnivariateFunctionDifferentiator`

interface defines a way to differentiate a simple `UnivariateFunction`

and get a `UnivariateDifferentiableFunction`

.

Similar interfaces also exist for multivariate functions and for vector or matrix valued functions.

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