svn commit: r1075544 - in /commons/proper/math/trunk/src: main/java/org/apache/commons/math/analysis/function/Logistic.java test/java/org/apache/commons/math/analysis/function/LogisticTest.java

[er...@apache.org]

Author: erans
Date: Mon Feb 28 21:32:33 2011
New Revision: 1075544

URL: http://svn.apache.org/viewvc?rev=1075544&view=rev
Log:
MATH-503
Added derivative function.

Modified:
    commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Logistic.java
    commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/LogisticTest.java

Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Logistic.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Logistic.java?rev=1075544&r1=1075543&r2=1075544&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Logistic.java (original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Logistic.java Mon Feb 28 21:32:33 2011
@@ -18,6 +18,7 @@
 package org.apache.commons.math.analysis.function;
 
 import org.apache.commons.math.analysis.UnivariateRealFunction;
+import org.apache.commons.math.analysis.DifferentiableUnivariateRealFunction;
 import org.apache.commons.math.exception.NotStrictlyPositiveException;
 import org.apache.commons.math.util.FastMath;
 
@@ -28,7 +29,7 @@ import org.apache.commons.math.util.Fast
  * @version $Revision$ $Date$
  * @since 3.0
  */
-public class Logistic implements UnivariateRealFunction {
+public class Logistic implements DifferentiableUnivariateRealFunction {
     /** Lower asymptote. */
     private final double a;
     /** Upper asymptote. */
@@ -36,7 +37,7 @@ public class Logistic implements Univari
     /** Growth rate. */
     private final double b;
     /** Parameter that affects near which asymptote maximum growth occurs. */
-    private final double n;
+    private final double oneOverN;
     /** Parameter that affects the position of the curve along the ordinate axis. */
     private final double q;
     /** Abscissa of maximum growth. */
@@ -70,11 +71,27 @@ public class Logistic implements Univari
         this.b = b;
         this.q = q;
         this.a = a;
-        this.n = n;
+        oneOverN = 1 / n;
     }
 
     /** {@inheritDoc} */
     public double value(double x) {
-        return a + (k - a) / FastMath.pow(1 + q * FastMath.exp(b * (m - x)), 1 / n);
+        return a + (k - a) / FastMath.pow(1 + q * FastMath.exp(b * (m - x)), oneOverN);
+    }
+
+    /** {@inheritDoc} */
+    public UnivariateRealFunction derivative() {
+        return new UnivariateRealFunction() {
+            /** {@inheritDoc} */
+            public double value(double x) {
+                final double exp = q * FastMath.exp(b * (m - x));
+                if (Double.isInfinite(exp)) {
+                    // Avoid returning NaN in case of overflow.
+                    return 0;
+                }
+                final double exp1 = exp + 1;
+                return b * oneOverN * exp / FastMath.pow(exp1, oneOverN + 1);
+            }
+        };
     }
 }

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/LogisticTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/LogisticTest.java?rev=1075544&r1=1075543&r2=1075544&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/LogisticTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/LogisticTest.java Mon Feb 28 21:32:33 2011
@@ -76,4 +76,25 @@ public class LogisticTest {
         x = Double.POSITIVE_INFINITY;
         Assert.assertEquals("x=" + x, k, f.value(x), EPS);
     }
+
+    @Test
+    public void testCompareDerivativeSigmoid() {
+        final double k = 3;
+        final double a = 2;
+
+        final Logistic f = new Logistic(k, 0, 1, 1, a, 1);
+        final Sigmoid g = new Sigmoid(a, k);
+        
+        final UnivariateRealFunction dfdx = f.derivative();
+        final UnivariateRealFunction dgdx = g.derivative();
+
+        final double min = -10;
+        final double max = 10;
+        final double n = 20;
+        final double delta = (max - min) / n;
+        for (int i = 0; i < n; i++) {
+            final double x = min + i * delta;
+            Assert.assertEquals("x=" + x, dgdx.value(x), dfdx.value(x), EPS);
+        }
+    }
 }