Complex step differentiation (CSD) has many advantages in efferency and accuracy over finite difference approaches (central, forward and backward). This code demonstrates how the Jacobian matrix of a given function at the reference point can be calculated using the CSD approach.
Yi Cao (2022). Complex step Jacobian (https://www.mathworks.com/matlabcentral/fileexchange/18176-complex-step-jacobian), MATLAB Central File Exchange. Retrieved .
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