image thumbnail

updated 26 days ago

Adaptive Robust Numerical Differentiation by John D'Errico

Numerical derivative of an analytically supplied function, also gradient, Jacobian & Hessian (hessian, jacobian, toolbox)




image thumbnail

updated 12 months ago

Patch Curvature by Dirk-Jan Kroon

Principal, Gaussian and Mean Curvature of triangulated mesh (curvature, gaussian, principal)


image thumbnail

updated 2 years ago

Teaching Numerical Gradients and Hessians by Brendan Wood

Simple, well-commented Matlab code to demonstrate how to take numerical derivatives and Hessians. (teaching, learning, derivative)

fun(X, NFV)

num_grad(func, X, NFV, h)

num_hess(func, X, NFV, h)

image thumbnail

updated almost 3 years ago

hessianAnalysisDemo by Steinar Elgsæter

Demo of how Hessian analysis can reveal a poorly scaled estimation problem (hessian, numerical analysis, modeling)


image thumbnail

updated 4 years ago

FMINLBFGS: Fast Limited Memory Optimizer by Dirk-Jan Kroon

Quasi newton limited memory BFGS and Steepest decent optimizer for large amount of unknowns (optimization, optimizer, bfgs)




image thumbnail

updated 4 years ago

Image Edge Enhancing Coherence Filter Toolbox by Dirk-Jan Kroon

Advanced 2D/3D noise removal and edge enhancing with anisotropic diffusion filtering ( Weickert ) (scheme, diffusion scheme, diffusion)




image thumbnail

updated almost 6 years ago

convexchecker by Bapi Chatterjee

It checks real valued multidimensional function, whether it is convex. (optimization, finance, convex)


image thumbnail

updated almost 6 years ago

Multivariate Nonlinear optimization using Marquardt Method by Siamak Faridani

Multivariate Nonlinear optimization using Marquardt Method (optimization, nonlinear, hessian)


image thumbnail

updated almost 7 years ago

Complex step Hessian by Yi Cao

Calculate Hessian using complex step differentiation (hessian, complex step differen..., complex)


image thumbnail

updated 7 years ago

Symbolic Hessian Evaluator by Brad Ridder

For a symbolic input function f, returns the symbolic Hessian matrix. A real time saver imho -_- (optimization, hessian, matrix)

Contact us