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)

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)

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)

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

Constrained Hermite Taylor Series Least Squares by Rob McDonald

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

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

Adaptive Robust Numerical Differentiation by John D'Errico

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

derivest_demo

multivariable_calc_demo

derivest(fun,x0,varargin)

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()

1-D Gaussian peak and valley detector by Vidya Murali

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

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

y=gderiv(data,sigma,w)

test_peak_valley_detector.m

DGradient by Jan Simon

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

DGradient(X, Dim, Spacing, Method) %#ok<STOUT,INUSD>

uTest_DGradient(doSpeed)

diffxy by Darren Rowland

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

demo_diffxy

diffxy(x,y,varargin)

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)

derivative by Scott McKinney

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

derivative(x,N,dim)

Derivative-based Optimization by Nassim Khaled

Derivative-based Optimization using The Gradient Descent (3d, derivative, minimum)

Gradient_Descent_maximum.m

Gradient_Descent_minimum.m

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

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)

Spline derivative by Bruno Luong

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

BLspline_install

DP=polyderiv(P, ivar)

P=scalefun(P, S)

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

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

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

Multivariate Nonlinear optimization using Marquardt Method by Siamak Faridani

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

Marquardt.m

Pricing Basket Option by Abhishek Bharadwaj

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

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

basketset(SPrice, Sigma, Corr, Num)

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

curvature by Wolfgang Schwanghart

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

curvature(DEM,varargin)

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)

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)

fractional differentiator by Farshad Merrikh bayat

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

fderiv(d,r,h)

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

lagrange interpolation and derivative by Geoff Wawrzyniak

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

y=lagrange(x,pointx,pointsy,dydx_on)

Derivative: Central Difference Approximation by Geoff Wawrzyniak

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

fulldiff.m by Tim Jorris

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

dout=fulldiff(varargin)

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)

h=sgsdf_2d2(x,y,nx,ny,dx,dy,flag_coupling)

parabolderiv by Robert Klein-Douwel

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

parabolderiv( x, y, k, graphics_flag )