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Kimonas Fountoulakis

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08 Dec 2010 Adaptive Robust Numerical Differentiation Numerical derivative of an analytically supplied function, also gradient, Jacobian & Hessian Author: John D'Errico

HI Errico

I tried to expand your code in order to derivate Bilinear Matrix inequalities. The program is still in a rough form, in particular I didn't implement the error part of the estimation, but I was able to produce derivatives of a BMI function correctly. If you are interested in sending you the programm please let me know. I will try though one of these days to implement the error term as well.

Kimonas

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