Jacobian toolbox

Version 3.0 (11.1 KB) by Alexander
Includes three routines that yield Jacobian estimates.
4.7
(3)
1.8K Downloads
Updated 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.

Cite As

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

MATLAB Release Compatibility
Created with R2014b
Compatible with any release
Platform Compatibility
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Acknowledgements

Inspired by: Numerical Methods Using MATLAB, 3e

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Version Published Release Notes
3.0