// // Math.NET Numerics, part of the Math.NET Project // http://numerics.mathdotnet.com // http://github.com/mathnet/mathnet-numerics // // Copyright (c) 2009-2015 Math.NET // // Permission is hereby granted, free of charge, to any person // obtaining a copy of this software and associated documentation // files (the "Software"), to deal in the Software without // restriction, including without limitation the rights to use, // copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following // conditions: // // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT // HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, // WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR // OTHER DEALINGS IN THE SOFTWARE. // namespace MathNet.Numerics open System open MathNet.Numerics open MathNet.Numerics.Differentiation [] module Differentiate = let private tobcl (f:'a->'b) = Func<'a,'b>(f) let private tofs (f:Func<_,_>) = fun a -> f.Invoke(a) let private tofs2 (f:Func<_,_>) = fun a b -> f.Invoke([|a;b|]) let derivative order x (f:float->float) = Differentiate.Derivative(tobcl f, x, order) let derivativeFunc order (f:float->float) = Differentiate.DerivativeFunc(tobcl f, order) |> tofs let firstDerivative x (f:float->float) = Differentiate.FirstDerivative(tobcl f, x) let firstDerivativeFunc (f:float->float) = Differentiate.FirstDerivativeFunc(tobcl f) |> tofs let secondDerivative x (f:float->float) = Differentiate.SecondDerivative(tobcl f, x) let secondDerivativeFunc (f:float->float) = Differentiate.SecondDerivativeFunc(tobcl f) |> tofs let partialDerivative order parameterIndex x (f:float[]->float) = Differentiate.PartialDerivative(tobcl f, x, parameterIndex, order) let partialDerivativeFunc order parameterIndex (f:float[]->float) = Differentiate.PartialDerivativeFunc(tobcl f, parameterIndex, order) |> tofs let firstPartialDerivative parameterIndex x (f:float[]->float) = Differentiate.FirstPartialDerivative(tobcl f, x, parameterIndex) let firstPartialDerivativeFunc parameterIndex (f:float[]->float) = Differentiate.FirstPartialDerivativeFunc(tobcl f, parameterIndex) |> tofs let partialDerivative2 order parameterIndex x (f:float->float->float) = Differentiate.PartialDerivative((fun x -> f x.[0] x.[1]), x, parameterIndex, order) let partialDerivative2Func order parameterIndex (f:float->float->float) = Differentiate.PartialDerivativeFunc((fun x -> f x.[0] x.[1]), parameterIndex, order) |> tofs2 let firstPartialDerivative2 parameterIndex x (f:float->float->float) = Differentiate.FirstPartialDerivative((fun x -> f x.[0] x.[1]), x, parameterIndex) let firstPartialDerivative2Func parameterIndex (f:float->float->float) = Differentiate.FirstPartialDerivativeFunc((fun x -> f x.[0] x.[1]), parameterIndex) |> tofs2