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    * Licensed to the Apache Software Foundation (ASF) under one or more
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    * The ASF licenses this file to You under the Apache License, Version 2.0
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    *      http://www.apache.org/licenses/LICENSE-2.0
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  package org.apache.commons.math3.analysis.differentiation;
  
  import java.util.ArrayList;
  import java.util.Arrays;
  import java.util.List;
  import java.util.concurrent.atomic.AtomicReference;
  
  import org.apache.commons.math3.exception.DimensionMismatchException;
  import org.apache.commons.math3.exception.MathArithmeticException;
  import org.apache.commons.math3.exception.MathInternalError;
  import org.apache.commons.math3.exception.NotPositiveException;
  import org.apache.commons.math3.exception.NumberIsTooLargeException;
  import org.apache.commons.math3.util.CombinatoricsUtils;
  import org.apache.commons.math3.util.FastMath;
  import org.apache.commons.math3.util.MathArrays;
  
  /** Class holding "compiled" computation rules for derivative structures.
   * <p>This class implements the computation rules described in Dan Kalman's paper <a
   * href="http://www1.american.edu/cas/mathstat/People/kalman/pdffiles/mmgautodiff.pdf">Doubly
   * Recursive Multivariate Automatic Differentiation</a>, Mathematics Magazine, vol. 75,
   * no. 3, June 2002. However, in order to avoid performances bottlenecks, the recursive
   * rules are "compiled" once in an unfold form. This class does this recursion unrolling
   * and stores the computation rules as simple loops with pre-computed indirection arrays.</p>
   * <p>
   * This class maps all derivative computation into single dimension arrays that hold the
   * value and partial derivatives. The class does not hold these arrays, which remains under
   * the responsibility of the caller. For each combination of number of free parameters and
   * derivation order, only one compiler is necessary, and this compiler will be used to
   * perform computations on all arrays provided to it, which can represent hundreds or
   * thousands of different parameters kept together with all theur partial derivatives.
   * </p>
   * <p>
   * The arrays on which compilers operate contain only the partial derivatives together
   * with the 0<sup>th</sup> derivative, i.e. the value. The partial derivatives are stored in
   * a compiler-specific order, which can be retrieved using methods {@link
   * #getPartialDerivativeIndex(int...) getPartialDerivativeIndex} and {@link
   * #getPartialDerivativeOrders(int)}. The value is guaranteed to be stored as the first element
   * (i.e. the {@link #getPartialDerivativeIndex(int...) getPartialDerivativeIndex} method returns
   * 0 when called with 0 for all derivation orders and {@link #getPartialDerivativeOrders(int)
   * getPartialDerivativeOrders} returns an array filled with 0 when called with 0 as the index).
   * </p>
   * <p>
   * Note that the ordering changes with number of parameters and derivation order. For example
   * given 2 parameters x and y, df/dy is stored at index 2 when derivation order is set to 1 (in
   * this case the array has three elements: f, df/dx and df/dy). If derivation order is set to
   * 2, then df/dy will be stored at index 3 (in this case the array has six elements: f, df/dx,
   * df/dxdx, df/dy, df/dxdy and df/dydy).
   * </p>
   * <p>
   * Given this structure, users can perform some simple operations like adding, subtracting
   * or multiplying constants and negating the elements by themselves, knowing if they want to
   * mutate their array or create a new array. These simple operations are not provided by
   * the compiler. The compiler provides only the more complex operations between several arrays.
   * </p>
   * <p>This class is mainly used as the engine for scalar variable {@link DerivativeStructure}.
   * It can also be used directly to hold several variables in arrays for more complex data
   * structures. User can for example store a vector of n variables depending on three x, y
   * and z free parameters in one array as follows:
   * <pre>
   *   // parameter 0 is x, parameter 1 is y, parameter 2 is z
   *   int parameters = 3;
   *   DSCompiler compiler = DSCompiler.getCompiler(parameters, order);
   *   int size = compiler.getSize();
   *
   *   // pack all elements in a single array
   *   double[] array = new double[n * size];
   *   for (int i = 0; i < n; ++i) {
   *
   *     // we know value is guaranteed to be the first element
   *     array[i * size] = v[i];
   *
   *     // we don't know where first derivatives are stored, so we ask the compiler
   *     array[i * size + compiler.getPartialDerivativeIndex(1, 0, 0) = dvOnDx[i][0];
   *     array[i * size + compiler.getPartialDerivativeIndex(0, 1, 0) = dvOnDy[i][0];
   *     array[i * size + compiler.getPartialDerivativeIndex(0, 0, 1) = dvOnDz[i][0];
   *
   *     // we let all higher order derivatives set to 0
   *
   *   }
   * </pre>
   * Then in another function, user can perform some operations on all elements stored
   * in the single array, such as a simple product of all variables:
   * <pre>
  *   // compute the product of all elements
  *   double[] product = new double[size];
  *   prod[0] = 1.0;
  *   for (int i = 0; i < n; ++i) {
  *     double[] tmp = product.clone();
  *     compiler.multiply(tmp, 0, array, i * size, product, 0);
  *   }
  *
  *   // value
  *   double p = product[0];
  *
  *   // first derivatives
  *   double dPdX = product[compiler.getPartialDerivativeIndex(1, 0, 0)];
  *   double dPdY = product[compiler.getPartialDerivativeIndex(0, 1, 0)];
  *   double dPdZ = product[compiler.getPartialDerivativeIndex(0, 0, 1)];
  *
  *   // cross derivatives (assuming order was at least 2)
  *   double dPdXdX = product[compiler.getPartialDerivativeIndex(2, 0, 0)];
  *   double dPdXdY = product[compiler.getPartialDerivativeIndex(1, 1, 0)];
  *   double dPdXdZ = product[compiler.getPartialDerivativeIndex(1, 0, 1)];
  *   double dPdYdY = product[compiler.getPartialDerivativeIndex(0, 2, 0)];
  *   double dPdYdZ = product[compiler.getPartialDerivativeIndex(0, 1, 1)];
  *   double dPdZdZ = product[compiler.getPartialDerivativeIndex(0, 0, 2)];
  * </p>
  * @see DerivativeStructure
  * @since 3.1
  */
 public class DSCompiler {
 
     /** Array of all compilers created so far. */
     private static AtomicReference<DSCompiler[][]> compilers =
             new AtomicReference<DSCompiler[][]>(null);
 
     /** Number of free parameters. */
     private final int parameters;
 
     /** Derivation order. */
     private final int order;
 
     /** Number of partial derivatives (including the single 0 order derivative element). */
     private final int[][] sizes;
 
     /** Indirection array for partial derivatives. */
     private final int[][] derivativesIndirection;
 
     /** Indirection array of the lower derivative elements. */
     private final int[] lowerIndirection;
 
     /** Indirection arrays for multiplication. */
     private final int[][][] multIndirection;
 
     /** Indirection arrays for function composition. */
     private final int[][][] compIndirection;
 
     /** Private constructor, reserved for the factory method {@link #getCompiler(int, int)}.
      * @param parameters number of free parameters
      * @param order derivation order
      * @param valueCompiler compiler for the value part
      * @param derivativeCompiler compiler for the derivative part
      * @throws NumberIsTooLargeException if order is too large
      */
     private DSCompiler(final int parameters, final int order,
                        final DSCompiler valueCompiler, final DSCompiler derivativeCompiler)
         throws NumberIsTooLargeException {
 
         this.parameters = parameters;
         this.order      = order;
         this.sizes      = compileSizes(parameters, order, valueCompiler);
         this.derivativesIndirection =
                 compileDerivativesIndirection(parameters, order,
                                               valueCompiler, derivativeCompiler);
         this.lowerIndirection =
                 compileLowerIndirection(parameters, order,
                                         valueCompiler, derivativeCompiler);
         this.multIndirection =
                 compileMultiplicationIndirection(parameters, order,
                                                  valueCompiler, derivativeCompiler, lowerIndirection);
         this.compIndirection =
                 compileCompositionIndirection(parameters, order,
                                               valueCompiler, derivativeCompiler,
                                               sizes, derivativesIndirection);
 
     }
 
     /** Get the compiler for number of free parameters and order.
      * @param parameters number of free parameters
      * @param order derivation order
      * @return cached rules set
      * @throws NumberIsTooLargeException if order is too large
      */
     public static DSCompiler getCompiler(int parameters, int order)
         throws NumberIsTooLargeException {
 
         // get the cached compilers
         final DSCompiler[][] cache = compilers.get();
         if (cache != null && cache.length > parameters &&
             cache[parameters].length > order && cache[parameters][order] != null) {
             // the compiler has already been created
             return cache[parameters][order];
         }
 
         // we need to create more compilers
         final int maxParameters = FastMath.max(parameters, cache == null ? 0 : cache.length);
         final int maxOrder      = FastMath.max(order,     cache == null ? 0 : cache[0].length);
         final DSCompiler[][] newCache = new DSCompiler[maxParameters + 1][maxOrder + 1];
 
         if (cache != null) {
             // preserve the already created compilers
             for (int i = 0; i < cache.length; ++i) {
                 System.arraycopy(cache[i], 0, newCache[i], 0, cache[i].length);
             }
         }
 
         // create the array in increasing diagonal order
         for (int diag = 0; diag <= parameters + order; ++diag) {
             for (int o = FastMath.max(0, diag - parameters); o <= FastMath.min(order, diag); ++o) {
                 final int p = diag - o;
                 if (newCache[p][o] == null) {
                     final DSCompiler valueCompiler      = (p == 0) ? null : newCache[p - 1][o];
                     final DSCompiler derivativeCompiler = (o == 0) ? null : newCache[p][o - 1];
                     newCache[p][o] = new DSCompiler(p, o, valueCompiler, derivativeCompiler);
                 }
             }
         }
 
         // atomically reset the cached compilers array
         compilers.compareAndSet(cache, newCache);
 
         return newCache[parameters][order];
 
     }
 
     /** Compile the sizes array.
      * @param parameters number of free parameters
      * @param order derivation order
      * @param valueCompiler compiler for the value part
      * @return sizes array
      */
     private static int[][] compileSizes(final int parameters, final int order,
                                         final DSCompiler valueCompiler) {
 
         final int[][] sizes = new int[parameters + 1][order + 1];
         if (parameters == 0) {
             Arrays.fill(sizes[0], 1);
         } else {
             System.arraycopy(valueCompiler.sizes, 0, sizes, 0, parameters);
             sizes[parameters][0] = 1;
             for (int i = 0; i < order; ++i) {
                 sizes[parameters][i + 1] = sizes[parameters][i] + sizes[parameters - 1][i + 1];
             }
         }
 
         return sizes;
 
     }
 
     /** Compile the derivatives indirection array.
      * @param parameters number of free parameters
      * @param order derivation order
      * @param valueCompiler compiler for the value part
      * @param derivativeCompiler compiler for the derivative part
      * @return derivatives indirection array
      */
     private static int[][] compileDerivativesIndirection(final int parameters, final int order,
                                                       final DSCompiler valueCompiler,
                                                       final DSCompiler derivativeCompiler) {
 
         if (parameters == 0 || order == 0) {
             return new int[1][parameters];
         }
 
         final int vSize = valueCompiler.derivativesIndirection.length;
         final int dSize = derivativeCompiler.derivativesIndirection.length;
         final int[][] derivativesIndirection = new int[vSize + dSize][parameters];
 
         // set up the indices for the value part
         for (int i = 0; i < vSize; ++i) {
             // copy the first indices, the last one remaining set to 0
             System.arraycopy(valueCompiler.derivativesIndirection[i], 0,
                              derivativesIndirection[i], 0,
                              parameters - 1);
         }
 
         // set up the indices for the derivative part
         for (int i = 0; i < dSize; ++i) {
 
             // copy the indices
             System.arraycopy(derivativeCompiler.derivativesIndirection[i], 0,
                              derivativesIndirection[vSize + i], 0,
                              parameters);
 
             // increment the derivation order for the last parameter
             derivativesIndirection[vSize + i][parameters - 1]++;
 
         }
 
         return derivativesIndirection;
 
     }
 
     /** Compile the lower derivatives indirection array.
      * <p>
      * This indirection array contains the indices of all elements
      * except derivatives for last derivation order.
      * </p>
      * @param parameters number of free parameters
      * @param order derivation order
      * @param valueCompiler compiler for the value part
      * @param derivativeCompiler compiler for the derivative part
      * @return lower derivatives indirection array
      */
     private static int[] compileLowerIndirection(final int parameters, final int order,
                                               final DSCompiler valueCompiler,
                                               final DSCompiler derivativeCompiler) {
 
         if (parameters == 0 || order <= 1) {
             return new int[] { 0 };
         }
 
         // this is an implementation of definition 6 in Dan Kalman's paper.
         final int vSize = valueCompiler.lowerIndirection.length;
         final int dSize = derivativeCompiler.lowerIndirection.length;
         final int[] lowerIndirection = new int[vSize + dSize];
         System.arraycopy(valueCompiler.lowerIndirection, 0, lowerIndirection, 0, vSize);
         for (int i = 0; i < dSize; ++i) {
             lowerIndirection[vSize + i] = valueCompiler.getSize() + derivativeCompiler.lowerIndirection[i];
         }
 
         return lowerIndirection;
 
     }
 
     /** Compile the multiplication indirection array.
      * <p>
      * This indirection array contains the indices of all pairs of elements
      * involved when computing a multiplication. This allows a straightforward
      * loop-based multiplication (see {@link #multiply(double[], int, double[], int, double[], int)}).
      * </p>
      * @param parameters number of free parameters
      * @param order derivation order
      * @param valueCompiler compiler for the value part
      * @param derivativeCompiler compiler for the derivative part
      * @param lowerIndirection lower derivatives indirection array
      * @return multiplication indirection array
      */
     private static int[][][] compileMultiplicationIndirection(final int parameters, final int order,
                                                            final DSCompiler valueCompiler,
                                                            final DSCompiler derivativeCompiler,
                                                            final int[] lowerIndirection) {
 
         if ((parameters == 0) || (order == 0)) {
             return new int[][][] { { { 1, 0, 0 } } };
         }
 
         // this is an implementation of definition 3 in Dan Kalman's paper.
         final int vSize = valueCompiler.multIndirection.length;
         final int dSize = derivativeCompiler.multIndirection.length;
         final int[][][] multIndirection = new int[vSize + dSize][][];
 
         System.arraycopy(valueCompiler.multIndirection, 0, multIndirection, 0, vSize);
 
         for (int i = 0; i < dSize; ++i) {
             final int[][] dRow = derivativeCompiler.multIndirection[i];
             List<int[]> row = new ArrayList<int[]>(dRow.length * 2);
             for (int j = 0; j < dRow.length; ++j) {
                 row.add(new int[] { dRow[j][0], lowerIndirection[dRow[j][1]], vSize + dRow[j][2] });
                 row.add(new int[] { dRow[j][0], vSize + dRow[j][1], lowerIndirection[dRow[j][2]] });
             }
 
             // combine terms with similar derivation orders
             final List<int[]> combined = new ArrayList<int[]>(row.size());
             for (int j = 0; j < row.size(); ++j) {
                 final int[] termJ = row.get(j);
                 if (termJ[0] > 0) {
                     for (int k = j + 1; k < row.size(); ++k) {
                         final int[] termK = row.get(k);
                         if (termJ[1] == termK[1] && termJ[2] == termK[2]) {
                             // combine termJ and termK
                             termJ[0] += termK[0];
                             // make sure we will skip termK later on in the outer loop
                             termK[0] = 0;
                         }
                     }
                     combined.add(termJ);
                 }
             }
 
             multIndirection[vSize + i] = combined.toArray(new int[combined.size()][]);
 
         }
 
         return multIndirection;
 
     }
 
     /** Compile the function composition indirection array.
      * <p>
      * This indirection array contains the indices of all sets of elements
      * involved when computing a composition. This allows a straightforward
      * loop-based composition (see {@link #compose(double[], int, double[], double[], int)}).
      * </p>
      * @param parameters number of free parameters
      * @param order derivation order
      * @param valueCompiler compiler for the value part
      * @param derivativeCompiler compiler for the derivative part
      * @param sizes sizes array
      * @param derivativesIndirection derivatives indirection array
      * @return multiplication indirection array
      * @throws NumberIsTooLargeException if order is too large
      */
     private static int[][][] compileCompositionIndirection(final int parameters, final int order,
                                                            final DSCompiler valueCompiler,
                                                            final DSCompiler derivativeCompiler,
                                                            final int[][] sizes,
                                                            final int[][] derivativesIndirection)
        throws NumberIsTooLargeException {
 
         if ((parameters == 0) || (order == 0)) {
             return new int[][][] { { { 1, 0 } } };
         }
 
         final int vSize = valueCompiler.compIndirection.length;
         final int dSize = derivativeCompiler.compIndirection.length;
         final int[][][] compIndirection = new int[vSize + dSize][][];
 
         // the composition rules from the value part can be reused as is
         System.arraycopy(valueCompiler.compIndirection, 0, compIndirection, 0, vSize);
 
         // the composition rules for the derivative part are deduced by
         // differentiation the rules from the underlying compiler once
         // with respect to the parameter this compiler handles and the
         // underlying one did not handle
         for (int i = 0; i < dSize; ++i) {
             List<int[]> row = new ArrayList<int[]>();
             for (int[] term : derivativeCompiler.compIndirection[i]) {
 
                 // handle term p * f_k(g(x)) * g_l1(x) * g_l2(x) * ... * g_lp(x)
 
                 // derive the first factor in the term: f_k with respect to new parameter
                 int[] derivedTermF = new int[term.length + 1];
                 derivedTermF[0] = term[0];     // p
                 derivedTermF[1] = term[1] + 1; // f_(k+1)
                 int[] orders = new int[parameters];
                 orders[parameters - 1] = 1;
                 derivedTermF[term.length] = getPartialDerivativeIndex(parameters, order, sizes, orders);  // g_1
                 for (int j = 2; j < term.length; ++j) {
                     // convert the indices as the mapping for the current order
                     // is different from the mapping with one less order
                     derivedTermF[j] = convertIndex(term[j], parameters,
                                                    derivativeCompiler.derivativesIndirection,
                                                    parameters, order, sizes);
                 }
                 Arrays.sort(derivedTermF, 2, derivedTermF.length);
                 row.add(derivedTermF);
 
                 // derive the various g_l
                 for (int l = 2; l < term.length; ++l) {
                     int[] derivedTermG = new int[term.length];
                     derivedTermG[0] = term[0];
                     derivedTermG[1] = term[1];
                     for (int j = 2; j < term.length; ++j) {
                         // convert the indices as the mapping for the current order
                         // is different from the mapping with one less order
                         derivedTermG[j] = convertIndex(term[j], parameters,
                                                        derivativeCompiler.derivativesIndirection,
                                                        parameters, order, sizes);
                         if (j == l) {
                             // derive this term
                             System.arraycopy(derivativesIndirection[derivedTermG[j]], 0, orders, 0, parameters);
                             orders[parameters - 1]++;
                             derivedTermG[j] = getPartialDerivativeIndex(parameters, order, sizes, orders);
                         }
                     }
                     Arrays.sort(derivedTermG, 2, derivedTermG.length);
                     row.add(derivedTermG);
                 }
 
             }
 
             // combine terms with similar derivation orders
             final List<int[]> combined = new ArrayList<int[]>(row.size());
             for (int j = 0; j < row.size(); ++j) {
                 final int[] termJ = row.get(j);
                 if (termJ[0] > 0) {
                     for (int k = j + 1; k < row.size(); ++k) {
                         final int[] termK = row.get(k);
                         boolean equals = termJ.length == termK.length;
                         for (int l = 1; equals && l < termJ.length; ++l) {
                             equals &= termJ[l] == termK[l];
                         }
                         if (equals) {
                             // combine termJ and termK
                             termJ[0] += termK[0];
                             // make sure we will skip termK later on in the outer loop
                             termK[0] = 0;
                         }
                     }
                     combined.add(termJ);
                 }
             }
 
             compIndirection[vSize + i] = combined.toArray(new int[combined.size()][]);
 
         }
 
         return compIndirection;
 
     }
 
     /** Get the index of a partial derivative in the array.
      * <p>
      * If all orders are set to 0, then the 0<sup>th</sup> order derivative
      * is returned, which is the value of the function.
      * </p>
      * <p>The indices of derivatives are between 0 and {@link #getSize() getSize()} - 1.
      * Their specific order is fixed for a given compiler, but otherwise not
      * publicly specified. There are however some simple cases which have guaranteed
      * indices:
      * </p>
      * <ul>
      *   <li>the index of 0<sup>th</sup> order derivative is always 0</li>
      *   <li>if there is only 1 {@link #getFreeParameters() free parameter}, then the
      *   derivatives are sorted in increasing derivation order (i.e. f at index 0, df/dp
      *   at index 1, d<sup>2</sup>f/dp<sup>2</sup> at index 2 ...
      *   d<sup>k</sup>f/dp<sup>k</sup> at index k),</li>
      *   <li>if the {@link #getOrder() derivation order} is 1, then the derivatives
      *   are sorted in increasing free parameter order (i.e. f at index 0, df/dx<sub>1</sub>
      *   at index 1, df/dx<sub>2</sub> at index 2 ... df/dx<sub>k</sub> at index k),</li>
      *   <li>all other cases are not publicly specified</li>
      * </ul>
      * <p>
      * This method is the inverse of method {@link #getPartialDerivativeOrders(int)}
      * </p>
      * @param orders derivation orders with respect to each parameter
      * @return index of the partial derivative
      * @exception DimensionMismatchException if the numbers of parameters does not
      * match the instance
      * @exception NumberIsTooLargeException if sum of derivation orders is larger
      * than the instance limits
      * @see #getPartialDerivativeOrders(int)
      */
     public int getPartialDerivativeIndex(final int ... orders)
             throws DimensionMismatchException, NumberIsTooLargeException {
 
         // safety check
         if (orders.length != getFreeParameters()) {
             throw new DimensionMismatchException(orders.length, getFreeParameters());
         }
 
         return getPartialDerivativeIndex(parameters, order, sizes, orders);
 
     }
 
     /** Get the index of a partial derivative in an array.
      * @param parameters number of free parameters
      * @param order derivation order
      * @param sizes sizes array
      * @param orders derivation orders with respect to each parameter
      * (the lenght of this array must match the number of parameters)
      * @return index of the partial derivative
      * @exception NumberIsTooLargeException if sum of derivation orders is larger
      * than the instance limits
      */
     private static int getPartialDerivativeIndex(final int parameters, final int order,
                                                  final int[][] sizes, final int ... orders)
         throws NumberIsTooLargeException {
 
         // the value is obtained by diving into the recursive Dan Kalman's structure
         // this is theorem 2 of his paper, with recursion replaced by iteration
         int index     = 0;
         int m         = order;
         int ordersSum = 0;
         for (int i = parameters - 1; i >= 0; --i) {
 
             // derivative order for current free parameter
             int derivativeOrder = orders[i];
 
             // safety check
             ordersSum += derivativeOrder;
             if (ordersSum > order) {
                 throw new NumberIsTooLargeException(ordersSum, order, true);
             }
 
             while (derivativeOrder-- > 0) {
                 // as long as we differentiate according to current free parameter,
                 // we have to skip the value part and dive into the derivative part
                 // so we add the size of the value part to the base index
                 index += sizes[i][m--];
             }
 
         }
 
         return index;
 
     }
 
     /** Convert an index from one (parameters, order) structure to another.
      * @param index index of a partial derivative in source derivative structure
      * @param srcP number of free parameters in source derivative structure
      * @param srcDerivativesIndirection derivatives indirection array for the source
      * derivative structure
      * @param destP number of free parameters in destination derivative structure
      * @param destO derivation order in destination derivative structure
      * @param destSizes sizes array for the destination derivative structure
      * @return index of the partial derivative with the <em>same</em> characteristics
      * in destination derivative structure
      * @throws NumberIsTooLargeException if order is too large
      */
     private static int convertIndex(final int index,
                                     final int srcP, final int[][] srcDerivativesIndirection,
                                     final int destP, final int destO, final int[][] destSizes)
         throws NumberIsTooLargeException {
         int[] orders = new int[destP];
         System.arraycopy(srcDerivativesIndirection[index], 0, orders, 0, FastMath.min(srcP, destP));
         return getPartialDerivativeIndex(destP, destO, destSizes, orders);
     }
 
     /** Get the derivation orders for a specific index in the array.
      * <p>
      * This method is the inverse of {@link #getPartialDerivativeIndex(int...)}.
      * </p>
      * @param index of the partial derivative
      * @return orders derivation orders with respect to each parameter
      * @see #getPartialDerivativeIndex(int...)
      */
     public int[] getPartialDerivativeOrders(final int index) {
         return derivativesIndirection[index];
     }
 
     /** Get the number of free parameters.
      * @return number of free parameters
      */
     public int getFreeParameters() {
         return parameters;
     }
 
     /** Get the derivation order.
      * @return derivation order
      */
     public int getOrder() {
         return order;
     }
 
     /** Get the array size required for holding partial derivatives data.
      * <p>
      * This number includes the single 0 order derivative element, which is
      * guaranteed to be stored in the first element of the array.
      * </p>
      * @return array size required for holding partial derivatives data
      */
     public int getSize() {
         return sizes[parameters][order];
     }
 
     /** Compute linear combination.
      * The derivative structure built will be a1 * ds1 + a2 * ds2
      * @param a1 first scale factor
      * @param c1 first base (unscaled) component
      * @param offset1 offset of first operand in its array
      * @param a2 second scale factor
      * @param c2 second base (unscaled) component
      * @param offset2 offset of second operand in its array
      * @param result array where result must be stored (it may be
      * one of the input arrays)
      * @param resultOffset offset of the result in its array
      */
     public void linearCombination(final double a1, final double[] c1, final int offset1,
                                   final double a2, final double[] c2, final int offset2,
                                   final double[] result, final int resultOffset) {
         for (int i = 0; i < getSize(); ++i) {
             result[resultOffset + i] =
                     MathArrays.linearCombination(a1, c1[offset1 + i], a2, c2[offset2 + i]);
         }
     }
 
     /** Compute linear combination.
      * The derivative structure built will be a1 * ds1 + a2 * ds2 + a3 * ds3 + a4 * ds4
      * @param a1 first scale factor
      * @param c1 first base (unscaled) component
      * @param offset1 offset of first operand in its array
      * @param a2 second scale factor
      * @param c2 second base (unscaled) component
      * @param offset2 offset of second operand in its array
      * @param a3 third scale factor
      * @param c3 third base (unscaled) component
      * @param offset3 offset of third operand in its array
      * @param result array where result must be stored (it may be
      * one of the input arrays)
      * @param resultOffset offset of the result in its array
      */
     public void linearCombination(final double a1, final double[] c1, final int offset1,
                                   final double a2, final double[] c2, final int offset2,
                                   final double a3, final double[] c3, final int offset3,
                                   final double[] result, final int resultOffset) {
         for (int i = 0; i < getSize(); ++i) {
             result[resultOffset + i] =
                     MathArrays.linearCombination(a1, c1[offset1 + i],
                                                  a2, c2[offset2 + i],
                                                  a3, c3[offset3 + i]);
         }
     }
 
     /** Compute linear combination.
      * The derivative structure built will be a1 * ds1 + a2 * ds2 + a3 * ds3 + a4 * ds4
      * @param a1 first scale factor
      * @param c1 first base (unscaled) component
      * @param offset1 offset of first operand in its array
      * @param a2 second scale factor
      * @param c2 second base (unscaled) component
      * @param offset2 offset of second operand in its array
      * @param a3 third scale factor
      * @param c3 third base (unscaled) component
      * @param offset3 offset of third operand in its array
      * @param a4 fourth scale factor
      * @param c4 fourth base (unscaled) component
      * @param offset4 offset of fourth operand in its array
      * @param result array where result must be stored (it may be
      * one of the input arrays)
      * @param resultOffset offset of the result in its array
      */
     public void linearCombination(final double a1, final double[] c1, final int offset1,
                                   final double a2, final double[] c2, final int offset2,
                                   final double a3, final double[] c3, final int offset3,
                                   final double a4, final double[] c4, final int offset4,
                                   final double[] result, final int resultOffset) {
         for (int i = 0; i < getSize(); ++i) {
             result[resultOffset + i] =
                     MathArrays.linearCombination(a1, c1[offset1 + i],
                                                  a2, c2[offset2 + i],
                                                  a3, c3[offset3 + i],
                                                  a4, c4[offset4 + i]);
         }
     }
 
     /** Perform addition of two derivative structures.
      * @param lhs array holding left hand side of addition
      * @param lhsOffset offset of the left hand side in its array
      * @param rhs array right hand side of addition
      * @param rhsOffset offset of the right hand side in its array
      * @param result array where result must be stored (it may be
      * one of the input arrays)
      * @param resultOffset offset of the result in its array
      */
     public void add(final double[] lhs, final int lhsOffset,
                     final double[] rhs, final int rhsOffset,
                     final double[] result, final int resultOffset) {
         for (int i = 0; i < getSize(); ++i) {
             result[resultOffset + i] = lhs[lhsOffset + i] + rhs[rhsOffset + i];
         }
     }
     /** Perform subtraction of two derivative structures.
      * @param lhs array holding left hand side of subtraction
      * @param lhsOffset offset of the left hand side in its array
      * @param rhs array right hand side of subtraction
      * @param rhsOffset offset of the right hand side in its array
      * @param result array where result must be stored (it may be
      * one of the input arrays)
      * @param resultOffset offset of the result in its array
      */
     public void subtract(final double[] lhs, final int lhsOffset,
                          final double[] rhs, final int rhsOffset,
                          final double[] result, final int resultOffset) {
         for (int i = 0; i < getSize(); ++i) {
             result[resultOffset + i] = lhs[lhsOffset + i] - rhs[rhsOffset + i];
         }
     }
 
     /** Perform multiplication of two derivative structures.
      * @param lhs array holding left hand side of multiplication
      * @param lhsOffset offset of the left hand side in its array
      * @param rhs array right hand side of multiplication
      * @param rhsOffset offset of the right hand side in its array
      * @param result array where result must be stored (for
      * multiplication the result array <em>cannot</em> be one of
      * the input arrays)
      * @param resultOffset offset of the result in its array
      */
     public void multiply(final double[] lhs, final int lhsOffset,
                          final double[] rhs, final int rhsOffset,
                          final double[] result, final int resultOffset) {
         for (int i = 0; i < multIndirection.length; ++i) {
             final int[][] mappingI = multIndirection[i];
             double r = 0;
             for (int j = 0; j < mappingI.length; ++j) {
                 r += mappingI[j][0] *
                      lhs[lhsOffset + mappingI[j][1]] *
                      rhs[rhsOffset + mappingI[j][2]];
             }
             result[resultOffset + i] = r;
         }
     }
 
     /** Perform division of two derivative structures.
      * @param lhs array holding left hand side of division
      * @param lhsOffset offset of the left hand side in its array
      * @param rhs array right hand side of division
      * @param rhsOffset offset of the right hand side in its array
      * @param result array where result must be stored (for
      * division the result array <em>cannot</em> be one of
      * the input arrays)
      * @param resultOffset offset of the result in its array
      */
     public void divide(final double[] lhs, final int lhsOffset,
                        final double[] rhs, final int rhsOffset,
                        final double[] result, final int resultOffset) {
         final double[] reciprocal = new double[getSize()];
         pow(rhs, lhsOffset, -1, reciprocal, 0);
         multiply(lhs, lhsOffset, reciprocal, 0, result, resultOffset);
     }
 
     /** Perform remainder of two derivative structures.
      * @param lhs array holding left hand side of remainder
      * @param lhsOffset offset of the left hand side in its array
      * @param rhs array right hand side of remainder
      * @param rhsOffset offset of the right hand side in its array
      * @param result array where result must be stored (it may be
      * one of the input arrays)
      * @param resultOffset offset of the result in its array
      */
     public void remainder(final double[] lhs, final int lhsOffset,
                           final double[] rhs, final int rhsOffset,
                           final double[] result, final int resultOffset) {
 
         // compute k such that lhs % rhs = lhs - k rhs
         final double rem = FastMath.IEEEremainder(lhs[lhsOffset], rhs[rhsOffset]);
         final double k   = FastMath.rint((lhs[lhsOffset] - rem) / rhs[rhsOffset]);
 
         // set up value
         result[resultOffset] = rem;
 
         // set up partial derivatives
         for (int i = 1; i < getSize(); ++i) {
             result[resultOffset + i] = lhs[lhsOffset + i] - k * rhs[rhsOffset + i];
         }
 
     }
 
     /** Compute power of a double to a derivative structure.
      * @param a number to exponentiate
      * @param operand array holding the power
      * @param operandOffset offset of the power in its array
      * @param result array where result must be stored (for
      * power the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      * @since 3.3
      */
     public void pow(final double a,
                     final double[] operand, final int operandOffset,
                     final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         // [a^x, ln(a) a^x, ln(a)^2 a^x,, ln(a)^3 a^x, ... ]
         final double[] function = new double[1 + order];
         if (a == 0) {
             if (operand[operandOffset] == 0) {
                 function[0] = 1;
                 double infinity = Double.POSITIVE_INFINITY;
                 for (int i = 1; i < function.length; ++i) {
                     infinity = -infinity;
                     function[i] = infinity;
                 }
             } else if (operand[operandOffset] < 0) {
                 Arrays.fill(function, Double.NaN);
             }
         } else {
             function[0] = FastMath.pow(a, operand[operandOffset]);
             final double lnA = FastMath.log(a);
             for (int i = 1; i < function.length; ++i) {
                 function[i] = lnA * function[i - 1];
             }
         }
 
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Compute power of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param p power to apply
      * @param result array where result must be stored (for
      * power the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void pow(final double[] operand, final int operandOffset, final double p,
                     final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         // [x^p, px^(p-1), p(p-1)x^(p-2), ... ]
         double[] function = new double[1 + order];
         double xk = FastMath.pow(operand[operandOffset], p - order);
         for (int i = order; i > 0; --i) {
             function[i] = xk;
             xk *= operand[operandOffset];
         }
         function[0] = xk;
         double coefficient = p;
         for (int i = 1; i <= order; ++i) {
             function[i] *= coefficient;
             coefficient *= p - i;
         }
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Compute integer power of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param n power to apply
      * @param result array where result must be stored (for
      * power the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void pow(final double[] operand, final int operandOffset, final int n,
                     final double[] result, final int resultOffset) {
 
         if (n == 0) {
             // special case, x^0 = 1 for all x
             result[resultOffset] = 1.0;
             Arrays.fill(result, resultOffset + 1, resultOffset + getSize(), 0);
             return;
         }
 
         // create the power function value and derivatives
         // [x^n, nx^(n-1), n(n-1)x^(n-2), ... ]
         double[] function = new double[1 + order];
 
         if (n > 0) {
             // strictly positive power
             final int maxOrder = FastMath.min(order, n);
             double xk = FastMath.pow(operand[operandOffset], n - maxOrder);
             for (int i = maxOrder; i > 0; --i) {
                 function[i] = xk;
                 xk *= operand[operandOffset];
             }
             function[0] = xk;
         } else {
             // strictly negative power
             final double inv = 1.0 / operand[operandOffset];
             double xk = FastMath.pow(inv, -n);
             for (int i = 0; i <= order; ++i) {
                 function[i] = xk;
                 xk *= inv;
             }
         }
 
         double coefficient = n;
         for (int i = 1; i <= order; ++i) {
             function[i] *= coefficient;
             coefficient *= n - i;
         }
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Compute power of a derivative structure.
      * @param x array holding the base
      * @param xOffset offset of the base in its array
      * @param y array holding the exponent
      * @param yOffset offset of the exponent in its array
      * @param result array where result must be stored (for
      * power the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void pow(final double[] x, final int xOffset,
                     final double[] y, final int yOffset,
                     final double[] result, final int resultOffset) {
         final double[] logX = new double[getSize()];
         log(x, xOffset, logX, 0);
         final double[] yLogX = new double[getSize()];
         multiply(logX, 0, y, yOffset, yLogX, 0);
         exp(yLogX, 0, result, resultOffset);
     }
 
     /** Compute n<sup>th</sup> root of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param n order of the root
      * @param result array where result must be stored (for
      * n<sup>th</sup> root the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void rootN(final double[] operand, final int operandOffset, final int n,
                       final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         // [x^(1/n), (1/n)x^((1/n)-1), (1-n)/n^2x^((1/n)-2), ... ]
         double[] function = new double[1 + order];
         double xk;
         if (n == 2) {
             function[0] = FastMath.sqrt(operand[operandOffset]);
             xk          = 0.5 / function[0];
         } else if (n == 3) {
             function[0] = FastMath.cbrt(operand[operandOffset]);
             xk          = 1.0 / (3.0 * function[0] * function[0]);
         } else {
             function[0] = FastMath.pow(operand[operandOffset], 1.0 / n);
             xk          = 1.0 / (n * FastMath.pow(function[0], n - 1));
         }
         final double nReciprocal = 1.0 / n;
         final double xReciprocal = 1.0 / operand[operandOffset];
         for (int i = 1; i <= order; ++i) {
             function[i] = xk;
             xk *= xReciprocal * (nReciprocal - i);
         }
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Compute exponential of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param result array where result must be stored (for
      * exponential the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void exp(final double[] operand, final int operandOffset,
                     final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         double[] function = new double[1 + order];
         Arrays.fill(function, FastMath.exp(operand[operandOffset]));
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Compute exp(x) - 1 of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param result array where result must be stored (for
      * exponential the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void expm1(final double[] operand, final int operandOffset,
                       final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         double[] function = new double[1 + order];
         function[0] = FastMath.expm1(operand[operandOffset]);
         Arrays.fill(function, 1, 1 + order, FastMath.exp(operand[operandOffset]));
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Compute natural logarithm of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param result array where result must be stored (for
      * logarithm the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void log(final double[] operand, final int operandOffset,
                     final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         double[] function = new double[1 + order];
         function[0] = FastMath.log(operand[operandOffset]);
         if (order > 0) {
             double inv = 1.0 / operand[operandOffset];
             double xk  = inv;
             for (int i = 1; i <= order; ++i) {
                 function[i] = xk;
                 xk *= -i * inv;
             }
         }
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Computes shifted logarithm of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param result array where result must be stored (for
      * shifted logarithm the result array <em>cannot</em> be the input array)
      * @param resultOffset offset of the result in its array
      */
     public void log1p(final double[] operand, final int operandOffset,
                       final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         double[] function = new double[1 + order];
         function[0] = FastMath.log1p(operand[operandOffset]);
         if (order > 0) {
             double inv = 1.0 / (1.0 + operand[operandOffset]);
             double xk  = inv;
             for (int i = 1; i <= order; ++i) {
                 function[i] = xk;
                 xk *= -i * inv;
             }
         }
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Computes base 10 logarithm of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param result array where result must be stored (for
      * base 10 logarithm the result array <em>cannot</em> be the input array)
      * @param resultOffset offset of the result in its array
      */
     public void log10(final double[] operand, final int operandOffset,
                       final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         double[] function = new double[1 + order];
         function[0] = FastMath.log10(operand[operandOffset]);
         if (order > 0) {
             double inv = 1.0 / operand[operandOffset];
             double xk  = inv / FastMath.log(10.0);
             for (int i = 1; i <= order; ++i) {
                 function[i] = xk;
                 xk *= -i * inv;
             }
         }
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Compute cosine of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param result array where result must be stored (for
      * cosine the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void cos(final double[] operand, final int operandOffset,
                     final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         double[] function = new double[1 + order];
         function[0] = FastMath.cos(operand[operandOffset]);
         if (order > 0) {
             function[1] = -FastMath.sin(operand[operandOffset]);
             for (int i = 2; i <= order; ++i) {
                 function[i] = -function[i - 2];
             }
         }
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Compute sine of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param result array where result must be stored (for
      * sine the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void sin(final double[] operand, final int operandOffset,
                     final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         double[] function = new double[1 + order];
         function[0] = FastMath.sin(operand[operandOffset]);
         if (order > 0) {
             function[1] = FastMath.cos(operand[operandOffset]);
             for (int i = 2; i <= order; ++i) {
                 function[i] = -function[i - 2];
             }
         }
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Compute tangent of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param result array where result must be stored (for
      * tangent the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void tan(final double[] operand, final int operandOffset,
                     final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         final double[] function = new double[1 + order];
         final double t = FastMath.tan(operand[operandOffset]);
         function[0] = t;
 
         if (order > 0) {
 
             // the nth order derivative of tan has the form:
             // dn(tan(x)/dxn = P_n(tan(x))
             // where P_n(t) is a degree n+1 polynomial with same parity as n+1
             // P_0(t) = t, P_1(t) = 1 + t^2, P_2(t) = 2 t (1 + t^2) ...
             // the general recurrence relation for P_n is:
             // P_n(x) = (1+t^2) P_(n-1)'(t)
             // as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
             final double[] p = new double[order + 2];
             p[1] = 1;
             final double t2 = t * t;
             for (int n = 1; n <= order; ++n) {
 
                 // update and evaluate polynomial P_n(t)
                 double v = 0;
                 p[n + 1] = n * p[n];
                 for (int k = n + 1; k >= 0; k -= 2) {
                     v = v * t2 + p[k];
                     if (k > 2) {
                         p[k - 2] = (k - 1) * p[k - 1] + (k - 3) * p[k - 3];
                     } else if (k == 2) {
                         p[0] = p[1];
                     }
                 }
                 if ((n & 0x1) == 0) {
                     v *= t;
                 }
 
                 function[n] = v;
 
             }
         }
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Compute arc cosine of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param result array where result must be stored (for
      * arc cosine the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void acos(final double[] operand, final int operandOffset,
                     final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         double[] function = new double[1 + order];
         final double x = operand[operandOffset];
         function[0] = FastMath.acos(x);
         if (order > 0) {
             // the nth order derivative of acos has the form:
             // dn(acos(x)/dxn = P_n(x) / [1 - x^2]^((2n-1)/2)
             // where P_n(x) is a degree n-1 polynomial with same parity as n-1
             // P_1(x) = -1, P_2(x) = -x, P_3(x) = -2x^2 - 1 ...
             // the general recurrence relation for P_n is:
             // P_n(x) = (1-x^2) P_(n-1)'(x) + (2n-3) x P_(n-1)(x)
             // as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
             final double[] p = new double[order];
             p[0] = -1;
             final double x2    = x * x;
             final double f     = 1.0 / (1 - x2);
             double coeff = FastMath.sqrt(f);
             function[1] = coeff * p[0];
             for (int n = 2; n <= order; ++n) {
 
                 // update and evaluate polynomial P_n(x)
                 double v = 0;
                 p[n - 1] = (n - 1) * p[n - 2];
                 for (int k = n - 1; k >= 0; k -= 2) {
                     v = v * x2 + p[k];
                     if (k > 2) {
                         p[k - 2] = (k - 1) * p[k - 1] + (2 * n - k) * p[k - 3];
                     } else if (k == 2) {
                         p[0] = p[1];
                     }
                 }
                 if ((n & 0x1) == 0) {
                     v *= x;
                 }
 
                 coeff *= f;
                 function[n] = coeff * v;
 
             }
         }
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Compute arc sine of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param result array where result must be stored (for
      * arc sine the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void asin(final double[] operand, final int operandOffset,
                     final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         double[] function = new double[1 + order];
         final double x = operand[operandOffset];
         function[0] = FastMath.asin(x);
         if (order > 0) {
             // the nth order derivative of asin has the form:
             // dn(asin(x)/dxn = P_n(x) / [1 - x^2]^((2n-1)/2)
             // where P_n(x) is a degree n-1 polynomial with same parity as n-1
             // P_1(x) = 1, P_2(x) = x, P_3(x) = 2x^2 + 1 ...
             // the general recurrence relation for P_n is:
             // P_n(x) = (1-x^2) P_(n-1)'(x) + (2n-3) x P_(n-1)(x)
             // as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
             final double[] p = new double[order];
             p[0] = 1;
             final double x2    = x * x;
             final double f     = 1.0 / (1 - x2);
             double coeff = FastMath.sqrt(f);
             function[1] = coeff * p[0];
             for (int n = 2; n <= order; ++n) {
 
                 // update and evaluate polynomial P_n(x)
                 double v = 0;
                 p[n - 1] = (n - 1) * p[n - 2];
                 for (int k = n - 1; k >= 0; k -= 2) {
                     v = v * x2 + p[k];
                     if (k > 2) {
                         p[k - 2] = (k - 1) * p[k - 1] + (2 * n - k) * p[k - 3];
                     } else if (k == 2) {
                         p[0] = p[1];
                     }
                 }
                 if ((n & 0x1) == 0) {
                     v *= x;
                 }
 
                 coeff *= f;
                 function[n] = coeff * v;
 
             }
         }
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Compute arc tangent of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param result array where result must be stored (for
      * arc tangent the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void atan(final double[] operand, final int operandOffset,
                      final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         double[] function = new double[1 + order];
         final double x = operand[operandOffset];
         function[0] = FastMath.atan(x);
         if (order > 0) {
             // the nth order derivative of atan has the form:
             // dn(atan(x)/dxn = Q_n(x) / (1 + x^2)^n
             // where Q_n(x) is a degree n-1 polynomial with same parity as n-1
             // Q_1(x) = 1, Q_2(x) = -2x, Q_3(x) = 6x^2 - 2 ...
             // the general recurrence relation for Q_n is:
             // Q_n(x) = (1+x^2) Q_(n-1)'(x) - 2(n-1) x Q_(n-1)(x)
             // as per polynomial parity, we can store coefficients of both Q_(n-1) and Q_n in the same array
             final double[] q = new double[order];
             q[0] = 1;
             final double x2    = x * x;
             final double f     = 1.0 / (1 + x2);
             double coeff = f;
             function[1] = coeff * q[0];
             for (int n = 2; n <= order; ++n) {
 
                 // update and evaluate polynomial Q_n(x)
                 double v = 0;
                 q[n - 1] = -n * q[n - 2];
                 for (int k = n - 1; k >= 0; k -= 2) {
                     v = v * x2 + q[k];
                     if (k > 2) {
                         q[k - 2] = (k - 1) * q[k - 1] + (k - 1 - 2 * n) * q[k - 3];
                     } else if (k == 2) {
                         q[0] = q[1];
                     }
                 }
                 if ((n & 0x1) == 0) {
                     v *= x;
                 }
 
                 coeff *= f;
                 function[n] = coeff * v;
 
             }
         }
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Compute two arguments arc tangent of a derivative structure.
      * @param y array holding the first operand
      * @param yOffset offset of the first operand in its array
      * @param x array holding the second operand
      * @param xOffset offset of the second operand in its array
      * @param result array where result must be stored (for
      * two arguments arc tangent the result array <em>cannot</em>
      * be the input array)
      * @param resultOffset offset of the result in its array
      */
     public void atan2(final double[] y, final int yOffset,
                       final double[] x, final int xOffset,
                       final double[] result, final int resultOffset) {
 
         // compute r = sqrt(x^2+y^2)
         double[] tmp1 = new double[getSize()];
         multiply(x, xOffset, x, xOffset, tmp1, 0);      // x^2
         double[] tmp2 = new double[getSize()];
         multiply(y, yOffset, y, yOffset, tmp2, 0);      // y^2
         add(tmp1, 0, tmp2, 0, tmp2, 0);                 // x^2 + y^2
         rootN(tmp2, 0, 2, tmp1, 0);                     // r = sqrt(x^2 + y^2)
 
         if (x[xOffset] >= 0) {
 
             // compute atan2(y, x) = 2 atan(y / (r + x))
             add(tmp1, 0, x, xOffset, tmp2, 0);          // r + x
             divide(y, yOffset, tmp2, 0, tmp1, 0);       // y /(r + x)
             atan(tmp1, 0, tmp2, 0);                     // atan(y / (r + x))
             for (int i = 0; i < tmp2.length; ++i) {
                 result[resultOffset + i] = 2 * tmp2[i]; // 2 * atan(y / (r + x))
             }
 
         } else {
 
             // compute atan2(y, x) = +/- pi - 2 atan(y / (r - x))
             subtract(tmp1, 0, x, xOffset, tmp2, 0);     // r - x
             divide(y, yOffset, tmp2, 0, tmp1, 0);       // y /(r - x)
             atan(tmp1, 0, tmp2, 0);                     // atan(y / (r - x))
             result[resultOffset] =
                     ((tmp2[0] <= 0) ? -FastMath.PI : FastMath.PI) - 2 * tmp2[0]; // +/-pi - 2 * atan(y / (r - x))
             for (int i = 1; i < tmp2.length; ++i) {
                 result[resultOffset + i] = -2 * tmp2[i]; // +/-pi - 2 * atan(y / (r - x))
             }
 
         }
 
         // fix value to take special cases (+0/+0, +0/-0, -0/+0, -0/-0, +/-infinity) correctly
         result[resultOffset] = FastMath.atan2(y[yOffset], x[xOffset]);
 
     }
 
     /** Compute hyperbolic cosine of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param result array where result must be stored (for
      * hyperbolic cosine the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void cosh(final double[] operand, final int operandOffset,
                      final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         double[] function = new double[1 + order];
         function[0] = FastMath.cosh(operand[operandOffset]);
         if (order > 0) {
             function[1] = FastMath.sinh(operand[operandOffset]);
             for (int i = 2; i <= order; ++i) {
                 function[i] = function[i - 2];
             }
         }
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Compute hyperbolic sine of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param result array where result must be stored (for
      * hyperbolic sine the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void sinh(final double[] operand, final int operandOffset,
                      final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         double[] function = new double[1 + order];
         function[0] = FastMath.sinh(operand[operandOffset]);
         if (order > 0) {
             function[1] = FastMath.cosh(operand[operandOffset]);
             for (int i = 2; i <= order; ++i) {
                 function[i] = function[i - 2];
             }
         }
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Compute hyperbolic tangent of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param result array where result must be stored (for
      * hyperbolic tangent the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void tanh(final double[] operand, final int operandOffset,
                      final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         final double[] function = new double[1 + order];
         final double t = FastMath.tanh(operand[operandOffset]);
         function[0] = t;
 
         if (order > 0) {
 
             // the nth order derivative of tanh has the form:
             // dn(tanh(x)/dxn = P_n(tanh(x))
             // where P_n(t) is a degree n+1 polynomial with same parity as n+1
             // P_0(t) = t, P_1(t) = 1 - t^2, P_2(t) = -2 t (1 - t^2) ...
             // the general recurrence relation for P_n is:
             // P_n(x) = (1-t^2) P_(n-1)'(t)
             // as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
             final double[] p = new double[order + 2];
             p[1] = 1;
             final double t2 = t * t;
             for (int n = 1; n <= order; ++n) {
 
                 // update and evaluate polynomial P_n(t)
                 double v = 0;
                 p[n + 1] = -n * p[n];
                 for (int k = n + 1; k >= 0; k -= 2) {
                     v = v * t2 + p[k];
                     if (k > 2) {
                         p[k - 2] = (k - 1) * p[k - 1] - (k - 3) * p[k - 3];
                     } else if (k == 2) {
                         p[0] = p[1];
                     }
                 }
                 if ((n & 0x1) == 0) {
                     v *= t;
                 }
 
                 function[n] = v;
 
             }
         }
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Compute inverse hyperbolic cosine of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param result array where result must be stored (for
      * inverse hyperbolic cosine the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void acosh(final double[] operand, final int operandOffset,
                      final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         double[] function = new double[1 + order];
         final double x = operand[operandOffset];
         function[0] = FastMath.acosh(x);
         if (order > 0) {
             // the nth order derivative of acosh has the form:
             // dn(acosh(x)/dxn = P_n(x) / [x^2 - 1]^((2n-1)/2)
             // where P_n(x) is a degree n-1 polynomial with same parity as n-1
             // P_1(x) = 1, P_2(x) = -x, P_3(x) = 2x^2 + 1 ...
             // the general recurrence relation for P_n is:
             // P_n(x) = (x^2-1) P_(n-1)'(x) - (2n-3) x P_(n-1)(x)
             // as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
             final double[] p = new double[order];
             p[0] = 1;
             final double x2  = x * x;
             final double f   = 1.0 / (x2 - 1);
             double coeff = FastMath.sqrt(f);
             function[1] = coeff * p[0];
             for (int n = 2; n <= order; ++n) {
 
                 // update and evaluate polynomial P_n(x)
                 double v = 0;
                 p[n - 1] = (1 - n) * p[n - 2];
                 for (int k = n - 1; k >= 0; k -= 2) {
                     v = v * x2 + p[k];
                     if (k > 2) {
                         p[k - 2] = (1 - k) * p[k - 1] + (k - 2 * n) * p[k - 3];
                     } else if (k == 2) {
                         p[0] = -p[1];
                     }
                 }
                 if ((n & 0x1) == 0) {
                     v *= x;
                 }
 
                 coeff *= f;
                 function[n] = coeff * v;
 
             }
         }
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Compute inverse hyperbolic sine of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param result array where result must be stored (for
      * inverse hyperbolic sine the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void asinh(final double[] operand, final int operandOffset,
                      final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         double[] function = new double[1 + order];
         final double x = operand[operandOffset];
         function[0] = FastMath.asinh(x);
         if (order > 0) {
             // the nth order derivative of asinh has the form:
             // dn(asinh(x)/dxn = P_n(x) / [x^2 + 1]^((2n-1)/2)
             // where P_n(x) is a degree n-1 polynomial with same parity as n-1
             // P_1(x) = 1, P_2(x) = -x, P_3(x) = 2x^2 - 1 ...
             // the general recurrence relation for P_n is:
             // P_n(x) = (x^2+1) P_(n-1)'(x) - (2n-3) x P_(n-1)(x)
             // as per polynomial parity, we can store coefficients of both P_(n-1) and P_n in the same array
             final double[] p = new double[order];
             p[0] = 1;
             final double x2    = x * x;
             final double f     = 1.0 / (1 + x2);
             double coeff = FastMath.sqrt(f);
             function[1] = coeff * p[0];
             for (int n = 2; n <= order; ++n) {
 
                 // update and evaluate polynomial P_n(x)
                 double v = 0;
                 p[n - 1] = (1 - n) * p[n - 2];
                 for (int k = n - 1; k >= 0; k -= 2) {
                     v = v * x2 + p[k];
                     if (k > 2) {
                         p[k - 2] = (k - 1) * p[k - 1] + (k - 2 * n) * p[k - 3];
                     } else if (k == 2) {
                         p[0] = p[1];
                     }
                 }
                 if ((n & 0x1) == 0) {
                     v *= x;
                 }
 
                 coeff *= f;
                 function[n] = coeff * v;
 
             }
         }
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Compute inverse hyperbolic tangent of a derivative structure.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param result array where result must be stored (for
      * inverse hyperbolic tangent the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void atanh(final double[] operand, final int operandOffset,
                       final double[] result, final int resultOffset) {
 
         // create the function value and derivatives
         double[] function = new double[1 + order];
         final double x = operand[operandOffset];
         function[0] = FastMath.atanh(x);
         if (order > 0) {
             // the nth order derivative of atanh has the form:
             // dn(atanh(x)/dxn = Q_n(x) / (1 - x^2)^n
             // where Q_n(x) is a degree n-1 polynomial with same parity as n-1
             // Q_1(x) = 1, Q_2(x) = 2x, Q_3(x) = 6x^2 + 2 ...
             // the general recurrence relation for Q_n is:
             // Q_n(x) = (1-x^2) Q_(n-1)'(x) + 2(n-1) x Q_(n-1)(x)
             // as per polynomial parity, we can store coefficients of both Q_(n-1) and Q_n in the same array
             final double[] q = new double[order];
             q[0] = 1;
             final double x2 = x * x;
             final double f  = 1.0 / (1 - x2);
             double coeff = f;
             function[1] = coeff * q[0];
             for (int n = 2; n <= order; ++n) {
 
                 // update and evaluate polynomial Q_n(x)
                 double v = 0;
                 q[n - 1] = n * q[n - 2];
                 for (int k = n - 1; k >= 0; k -= 2) {
                     v = v * x2 + q[k];
                     if (k > 2) {
                         q[k - 2] = (k - 1) * q[k - 1] + (2 * n - k + 1) * q[k - 3];
                     } else if (k == 2) {
                         q[0] = q[1];
                     }
                 }
                 if ((n & 0x1) == 0) {
                     v *= x;
                 }
 
                 coeff *= f;
                 function[n] = coeff * v;
 
             }
         }
 
         // apply function composition
         compose(operand, operandOffset, function, result, resultOffset);
 
     }
 
     /** Compute composition of a derivative structure by a function.
      * @param operand array holding the operand
      * @param operandOffset offset of the operand in its array
      * @param f array of value and derivatives of the function at
      * the current point (i.e. at {@code operand[operandOffset]}).
      * @param result array where result must be stored (for
      * composition the result array <em>cannot</em> be the input
      * array)
      * @param resultOffset offset of the result in its array
      */
     public void compose(final double[] operand, final int operandOffset, final double[] f,
                         final double[] result, final int resultOffset) {
         for (int i = 0; i < compIndirection.length; ++i) {
             final int[][] mappingI = compIndirection[i];
             double r = 0;
             for (int j = 0; j < mappingI.length; ++j) {
                 final int[] mappingIJ = mappingI[j];
                 double product = mappingIJ[0] * f[mappingIJ[1]];
                 for (int k = 2; k < mappingIJ.length; ++k) {
                     product *= operand[operandOffset + mappingIJ[k]];
                 }
                 r += product;
             }
             result[resultOffset + i] = r;
         }
     }
 
     /** Evaluate Taylor expansion of a derivative structure.
      * @param ds array holding the derivative structure
      * @param dsOffset offset of the derivative structure in its array
      * @param delta parameters offsets (&Delta;x, &Delta;y, ...)
      * @return value of the Taylor expansion at x + &Delta;x, y + &Delta;y, ...
      * @throws MathArithmeticException if factorials becomes too large
      */
     public double taylor(final double[] ds, final int dsOffset, final double ... delta)
        throws MathArithmeticException {
         double value = 0;
         for (int i = getSize() - 1; i >= 0; --i) {
             final int[] orders = getPartialDerivativeOrders(i);
             double term = ds[dsOffset + i];
             for (int k = 0; k < orders.length; ++k) {
                 if (orders[k] > 0) {
                     try {
                         term *= FastMath.pow(delta[k], orders[k]) /
                         CombinatoricsUtils.factorial(orders[k]);
                     } catch (NotPositiveException e) {
                         // this cannot happen
                         throw new MathInternalError(e);
                     }
                 }
             }
             value += term;
         }
         return value;
     }
 
     /** Check rules set compatibility.
      * @param compiler other compiler to check against instance
      * @exception DimensionMismatchException if number of free parameters or orders are inconsistent
      */
     public void checkCompatibility(final DSCompiler compiler)
             throws DimensionMismatchException {
         if (parameters != compiler.parameters) {
             throw new DimensionMismatchException(parameters, compiler.parameters);
         }
         if (order != compiler.order) {
             throw new DimensionMismatchException(order, compiler.order);
         }
     }
 
 }