Numerical Jacobian / Derivative

Versión 2.2 (121 KB) por Auralius Manurung

Calculate Jacobian of a function numerically for a given certain condition

https://github.com/auralius/numerical-jacobian

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Actualizado 14 mar 2022

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numerical-jacobian

This is to calculate Jacobian of a function numerically. See: http://www.maths.lth.se/na/courses/FMN081/FMN081-06/lecture7.pdf

March 10, 2022

Added the Complex-Step Derivative Approximation (CSDA) method.
See: https://epubs.siam.org/doi/10.1137/0704019

March 11, 2022

Added the central difference method.

March 11, 2022

Added benchmark results of the three methods.

Citar como

Auralius Manurung (2024). Numerical Jacobian / Derivative (https://github.com/auralius/numerical-jacobian/releases/tag/2.2), GitHub. Recuperado 23 abril, 2024.

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Se creó con R2014a

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Versión	Publicado	Notas de la versión
2.2	14 mar 2022	See release notes for this release on GitHub: https://github.com/auralius/numerical-jacobian/releases/tag/2.2	Descargar
2.1	11 mar 2022	See release notes for this release on GitHub: https://github.com/auralius/numerical-jacobian/releases/tag/2.1	Descargar
2.0	10 mar 2022	See release notes for this release on GitHub: https://github.com/auralius/numerical-jacobian/releases/tag/2.0	Descargar
1.0.0.1	15 ene 2021	Updated the information.
1.0.0.0	24 sep 2015

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