Computes the numerical gradient of functions
or the symbolic gradient of characters
in arbitrary orthogonal coordinate systems.
gradient(
f,
var,
params = list(),
coordinates = "cartesian",
accuracy = 4,
stepsize = NULL,
drop = TRUE
)
f %gradient% var
array of characters
or a function
returning a numeric
array.
vector giving the variable names with respect to which the derivatives are to be computed and/or the point where the derivatives are to be evaluated. See derivative
.
list
of additional parameters passed to f
.
coordinate system to use. One of: cartesian
, polar
, spherical
, cylindrical
, parabolic
, parabolic-cylindrical
or a vector of scale factors for each varibale.
degree of accuracy for numerical derivatives.
finite differences stepsize for numerical derivatives. It is based on the precision of the machine by default.
if TRUE
, return the gradient as a vector and not as an array
for scalar-valued functions.
Gradient vector for scalar-valued functions when drop=TRUE
, array
otherwise.
The gradient of a scalar-valued function \(F\) is the vector
\((\nabla F)_i\) whose components are the partial derivatives of \(F\)
with respect to each variable \(i\).
The gradient
is computed in arbitrary orthogonal coordinate systems using the
scale factors \(h_i\):
$$(\nabla F)_i = \frac{1}{h_i}\partial_iF$$
When the function \(F\) is a tensor-valued function \(F_{d_1,\dots,d_n}\),
the gradient
is computed for each scalar component. In particular, it becomes
the Jacobian matrix for vector-valued function.
$$(\nabla F_{d_1,\dots,d_n})_i = \frac{1}{h_i}\partial_iF_{d_1,\dots,d_n}$$
f %gradient% var
: binary operator with default parameters.
Guidotti E (2022). "calculus: High-Dimensional Numerical and Symbolic Calculus in R." Journal of Statistical Software, 104(5), 1-37. doi:10.18637/jss.v104.i05
Other differential operators:
curl()
,
derivative()
,
divergence()
,
hessian()
,
jacobian()
,
laplacian()
### symbolic gradient
gradient("x*y*z", var = c("x", "y", "z"))
#> [1] "y * z" "x * z" "x * y"
### numerical gradient in (x=1, y=2, z=3)
f <- function(x, y, z) x*y*z
gradient(f = f, var = c(x=1, y=2, z=3))
#> [1] 6 3 2
### vectorized interface
f <- function(x) x[1]*x[2]*x[3]
gradient(f = f, var = c(1, 2, 3))
#> [1] 6 3 2
### symbolic vector-valued functions
f <- c("y*sin(x)", "x*cos(y)")
gradient(f = f, var = c("x","y"))
#> [,1] [,2]
#> [1,] "y * cos(x)" "sin(x)"
#> [2,] "cos(y)" "-(x * sin(y))"
### numerical vector-valued functions
f <- function(x) c(sum(x), prod(x))
gradient(f = f, var = c(0,0,0))
#> [,1] [,2] [,3]
#> [1,] 1 1 1
#> [2,] 0 0 0
### binary operator
"x*y^2" %gradient% c(x=1, y=3)
#> [1] 9 6