Apache Commons Nabla

Nabla is an algorithmic differentiator for mathematical functions.

Just like the mathematical Nabla operator transforms a function into its differential, the Nabla library transforms an existing java object implementing a function

double f(double) { ... }

into another java object that in addition to computing the value of f like the original one also computes its derivative. The created object is built by applying the classical exact differentiation rules to the function underlying expressions. There are no approximations and no step sizes.

Nabla uses bytecode transformation to create the differentiated class and instances

Tags

algorithmic differentiator function mathematical