Jacobian toolbox

Version 3.0 (11,1 ko) par Alexander
Includes three routines that yield Jacobian estimates.
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Mise à jour 9 oct. 2015

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jacobiansimple takes a single step so that only n+1 evaluations are needed.
jacobianlim finds the jacobian as a limiting process which is more precise.
jacobianext uses Romberg extrapolation to determine the jacobian.
All functions respect boundaries, but only jacobiansimple allows an evaluation exactly on the boundary. All can be used to find simple derivatives (for functions which are scalar-valued). jacobianlim and jacobianext provide error bounds. jacobianext can recycle earlier Jacobians to refine which is a time saver.

Citation pour cette source

Alexander (2024). Jacobian toolbox (https://www.mathworks.com/matlabcentral/fileexchange/53440-jacobian-toolbox), MATLAB Central File Exchange. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R2014b
Compatible avec toutes les versions
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Remerciements

Inspiré par : Numerical Methods Using MATLAB, 3e

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Version Publié le Notes de version
3.0