Re: Apache Math 3.6 and 4 return wrong values using FiniteDifferencesDifferentiator

allow me to add one more code for demonstration :

import org.apache.commons.math3.analysis.UnivariateFunction;
import org.apache.commons.math3.analysis.differentiation.FiniteDifferencesDifferentiator;
import org.apache.commons.math3.analysis.polynomials.PolynomialFunction;

//hier kwam Claude mee om de numerieke differentiatie te testen. Het is 
nog steeds fout public class dif2   {
     public static void main(String[] args) {
         // Our function f(x) = 2x³ - 3x² + 4x - 1 UnivariateFunction f =new UnivariateFunction() {
             @Override public double value(double x) {
                 return 15 * Math.pow(x,2) -3 * x;
             }
         };

         // Test different step sizes and number of points double x_eval =10.0;
         System.out.println("Testing numerical differentiation at x = " + x_eval);
         System.out.println("Expected value: 16.0");
         System.out.println("\nVarying step sizes with 5 points:");

         double[] stepSizes = {1.0,0.1,0.01,0.001,0.0001};
         for (double stepSize : stepSizes) {
             FiniteDifferencesDifferentiator diff =new FiniteDifferencesDifferentiator(5, stepSize);
             UnivariateFunction derivative = diff.differentiate(f);
             System.out.printf("Step size: %.6f -> Result: %.6f%n",
                     stepSize, derivative.value(x_eval));
         }

         System.out.println("\nVarying number of points with step size 0.01:");
         int[] numPoints = {3,5,7,9,11};
         for (int points : numPoints) {
             FiniteDifferencesDifferentiator diff =new FiniteDifferencesDifferentiator(points,0.01);
             UnivariateFunction derivative = diff.differentiate(f);
             System.out.printf("Number of points: %d -> Result: %.6f%n",
                     points, derivative.value(x_eval));
         }

         // Verify exact solution double[] coefficients = {0,3,15,};
         PolynomialFunction polynomial =new PolynomialFunction(coefficients);
         PolynomialFunction derivative = polynomial.polynomialDerivative();
         System.out.printf("%nExact derivative value: %.6f%n", derivative.value(x_eval));
     }
}




On 15/12/2024 20:53, Jay van Bruggen wrote:
>
>
> Hi, I have used Apache math a lot lately,
> to my great satisfaction.
> However,
> Using FiniteDifferencesDifferentiator, In both 3.6 and 4.0 I have 
> tried and compared the
> Numerical Differentiation methods, using functions I can differentiate 
> by hand for control.
> For 2 simple functions , I get wrong values returned.
>
> the first derivative of the function
>
> f(x) = 2x^3 - 3x^2 + 4x - 1
>
> f'  = 6x^2 -6x + 4
>
> should return   16   in x=2      .
> Apache always returns 11     , I have tried many different parameter 
> settings.   That's wrong.
>
> Lowering the bar ,
>
> the function
> f(x) = 15x^2 + 3x
> f'()  =   30x+3
> should return 303.
>
> It returns 1530         which is very wrong.
>
> something seems quite wrong off in the FiniteDifferencesDifferentiator.
> I could always be mistaken , but  everything compiles, and I have 
> checked many times.
> If I am wrong I apologize, but I should at least mention this.
>
> Below is two implementations I did using mentioned functions.
>
> I've tried several approaches and i have used many other Apache math 
> methods like integration and curvefitting before,
> But I cannot get this one to work, It's pretty serious if it returns 
> something wrong.
>
> I have a hard time finding the right entrance for this bug report, doI 
> have really to create a Jira account?
> What can I do to get in contact to report this problem, if this is not 
> the right way?
>
> Greets,
>
> Jay van Bruggen
>
> Java 17 , IntelliJ pro 2024.3    Windows 10.
>
> // Import statements import org.apache.commons.math3.analysis.UnivariateFunction;
> import org.apache.commons.math3.analysis.differentiation.DerivativeStructure;
> import org.apache.commons.math3.analysis.differentiation.FiniteDifferencesDifferentiator;
>
> public class chatdiff {
>
>      public static void main(String[] args) {
>          // Define the function f(x) = 2x^3 - 3x^2 + 4x - 1 UnivariateFunction function = x ->2 * Math.pow(x,3) -3 * Math.pow(x,2) +4 * x -1;
>
>          // Create a finite differences differentiator // The first argument is 
> the number of points for interpolation; the second is the range size FiniteDifferencesDifferentiator differentiator =new FiniteDifferencesDifferentiator(5,0.01);
>
>          // Differentiate the function UnivariateFunction derivative = differentiator.differentiate(function);
>
>          // Evaluate the first derivative at x = 2 double x =2.0;
>          double derivativeAtX = derivative.value(x);
>
>          // Print the result System.out.println("The derivative of f(x) at x = " + x +" is approximately: " + derivativeAtX);
>      }
> }
>      // Numerical differentiation using finite differences System.out.println("\nNumerical Differentiation using Finite Differences:");
>      UnivariateFunction f =new UnivariateFunction() {
>          @Override public double value(double x) {
>              return 15 * Math.pow(x,2) +3 * x;
>          }
>      };
>
>      FiniteDifferencesDifferentiator differentiator =new FiniteDifferencesDifferentiator(5,0.25);
>      UnivariateFunction derivative_numerical = differentiator.differentiate(f);
>
>      // Compare results at x = 2 double x_eval =10.0;
>      System.out.println("Numerical derivative at x = " + x_eval +": " + derivative_numerical.value(x_eval));
>      System.out.println("Exact derivative at x = " + x_eval +": " + derivative.value(x_eval));
> }
>
>
>
>
>
>