Teaching Numerical Gradients and Hessians
This submission is a set of m-files to demonstrate how to take a simple numerical derivative and Hessian of an arbitrary function. Each step in the code is documented. There is a test script included which computes the numerical Hessian of a test function and compares it to a symbolically-determined result (with a numerical point substituted into the symbolic Hessian). The gradient and Hessian functions support varying tolerance, and also counting the number of function evaluations in order to give a sense of just how expensive numerical derivatives can be.
The test script requires the Symbolic Math Toolbox.
Cite As
Brendan Wood (2024). Teaching Numerical Gradients and Hessians (https://www.mathworks.com/matlabcentral/fileexchange/30408-teaching-numerical-gradients-and-hessians), MATLAB Central File Exchange. Retrieved .
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