image thumbnail

updated 2 days ago

Symbolic Derivatives for Econometric Tests by Alan Weiss

How to calculate derivatives required by Econometric Toolbox tests via Symbolic Math Toolbox (symbolic, econometrics, jacobian)

symbolic_econometric_tests.m

image thumbnail

updated 28 days ago

fulldiff.m by Timothy Jorris

Symbolically computes full derivative wrt time using chain rule and time variables. (symbolic math, full, derivative)

dout=fulldiff(varargin)

image thumbnail

updated 4 months ago

First derivative of (normalized) associated Legendre polynomials by Rody Oldenhuis

First derivative of (normalized) associated Legendre polynomials (legendre, associated legendre p..., derivative)

image thumbnail

updated 5 months ago

edge_detection.m by umair

Image Edge Detection Using 2nd order derivative (image analysis, edge detection, derivative)

edge_detection.m

image thumbnail

updated 8 months ago

Fractional differentiation and integration by George Papazafeiropoulos

The n-th order derivative or integral of a function is calculated through Fourier series expansion. (gauss, legendre, fractional)

Cubic polynomial differintegral

Identity function differintegral

Tabular function differintegral

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 2 years ago

dfdxc(x,f) computes the first two derivatives of f(x) by Brenden Epps

dfdxc(x,f) computes derivatives df/dx and d^2f/dx^2 using a modified central difference formula. (derivative, slope, curvature)

dfdxc(x,f)

image thumbnail

updated 2 years ago

N-Point Central Differencing by James

Computes an n-point central difference of function f with spacing h. (finite difference, central difference, differencing)

cent_diff_n(f,h,n)

image thumbnail

updated 2 years ago

MATLAB based PID controller by Mohammad Saadeh

A very simple and effective way to build a PID controller in a single m.code (control design, simulation, pid controller)

PID_Controller.m

image thumbnail

updated 3 years ago

Constrained Hermite Taylor Series Least Squares by Rob McDonald

Estimate Derivatives on Scattered or Unstructured Mesh. (derivative, pde, finite difference)

chtlsnd(X0, Xf, r, Xb, Vb, V0, p)

image thumbnail

updated 3 years ago

Adaptive Robust Numerical Differentiation by John D'Errico

Numerical derivative of an analytically supplied function, also gradient, Jacobian & Hessian (adaptive, differentiation, automatic)

derivest_demo

multivariable_calc_demo

derivest(fun,x0,varargin)

image thumbnail

updated 3 years ago

Edge detection by nonlinear derivatives by Olivier LALIGANT

This short demo presents an efficient algorithm for edge detection. (image processing, edge detection, edge localization)

edgeNL()

image thumbnail

updated 3 years ago

1-D Gaussian peak and valley detector by Vidya Murali

Detects peaks and valleys in a 1-D signal (gaussian, peak detector, valley detector)

[index1 index2]=peak_valley_detector(d, ker_sz, sigma, wi...

y=gderiv(data,sigma,w)

test_peak_valley_detector.m

image thumbnail

updated almost 4 years ago

DGradient by Jan Simon

Gradient of arrays as fast C-Mex (derivative, gradient, array)

DGradient(X, Dim, Spacing, Method)

uTest_DGradient(doSpeed)

image thumbnail

updated almost 4 years ago

diffxy by Darren Rowland

Second-order accurate numerical differentiation (N-dimensional) (derivative, differentiation, gradient)

demo_diffxy

diffxy(x,y,varargin)

image thumbnail

updated almost 4 years ago

Taylor Table and Finite Difference Aproximations by Brandon Lane

Determines Taylor coefficients for a finite differencing scheme with constant spacing. (taylor table, finite difference, derivative)

[c,T,errOrder]=TT(x,derv)

image thumbnail

updated 4 years ago

derivative by Scott McKinney

Compute derivative while preserving dimensions (signal processing, mathematics, derivative)

derivative(x,N,dim)

image thumbnail

updated 4 years ago

Derivative-based Optimization by Nassim Khaled

Derivative-based Optimization using The Gradient Descent (gradient, descent, minimum)

Gradient_Descent_maximum.m

Gradient_Descent_minimum.m

image thumbnail

updated almost 5 years ago

der.m v1.0 (Nov, 2009) by Carlos Adrian Vargas Aguilera

Estimates first derivative of an array by using POLYFIT locally on each point ignoring NaNs! (diff, gradient, derivative)

der(X,DT,W,DEG,PAD,DIM)

image thumbnail

updated 5 years ago

Spline derivative by Bruno Luong

Compute spline function and its derivative (spline, interpolation, derivative)

BLspline_install

DP=polyderiv(P, ivar)

P=scalefun(P, S)

image thumbnail

updated 5 years ago

nanderivative.m v2.1 (Jul 2009) by Carlos Adrian Vargas Aguilera

N-order derivative of vector data by interpolating nearby points, ignoring NaNs. (approximation, interpolation, diff)

nanderivative(Y,X,N,K,MET)

image thumbnail

updated 5 years ago

Multivariate Nonlinear optimization using Marquardt Method by Siamak Faridani

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

Marquardt.m

image thumbnail

updated 6 years ago

Pricing Basket Option by Abhishek Bharadwaj

Functions for pricing of a basket option (finance, modeling, analysis)

asianbasket(basketstruct,OptSpec,ExerciseDates,Settle,N,n...

basketset(SPrice, Sigma, Corr, Num)

basketsim(basketstruct,T,N,n,r)

image thumbnail

updated 6 years ago

curvature by Wolfgang Schwanghart

8-connected neighborhood curvature of a digital elevation model (slope, derivative, digital elevation mod...)

curvature(DEM,varargin)

image thumbnail

updated 7 years ago

Automatic Differentiation for Matlab by Martin Fink

This package provides automatic first and second derivatives for vector-functions and matrices. (differentiation, automatic differentia..., derivative)

example_AD

myA2D(x, varargin)

myAD(x, varargin)

image thumbnail

updated 7 years ago

Numerical differentiation based on wavelet transforms by Jianwen Luo

Numerical differentiation based on wavelet transforms (CWT and DWT) (time frequency, wavelets, wavelet)

dudx=derivative_cwt(u,wt_name,wt_scale,dx,trt_flag)

dudx=derivative_dwt(u,wt_name,wt_level,dx,trt_flag)

spline_scale_function(varargin)

image thumbnail

updated 7 years ago

fractional differentiator by Farshad Merrikh bayat

This function calculates the fractional differentiate of a given input signal. (signal processing, fractional differenti..., derivative)

image thumbnail

updated almost 8 years ago

Global and Non-smooth optimization toolbox by Gleb Beliakov

Matlab interface to GANSO library (optimization, global optimization, operations research)

bracken(x)

rastrigin(x)

example1.m

image thumbnail

updated 8 years ago

lagrange interpolation and derivative by Geoff Wawrzyniak

This function performs the Lagrange interpolation of a function and its derivative. (approximation, interpolation, lagrange)

image thumbnail

updated 8 years ago

Derivative: Central Difference Approximation by Geoff Wawrzyniak

Compile this mex file for central difference approximation of the derivative of a function. (derivative, central, difference)

image thumbnail

updated almost 9 years ago

2-D Savitzky-Golay Smoothing and Differentiation Filter. by Jianwen Luo

2-D Savitzky-Golay smoothing and differentiation filters, including those for mixed partial ... (filter design, filter analysis, savitzkygolay)

image thumbnail

updated 10 years ago

parabolderiv by Robert Klein-Douwel

Differentiates a vector of (sampled) data using the derivative of local parabolic fits to the data. (approximation, interpolation, derivative)

Contact us