Using gradient command when explicit function description is not available

Arvind Iyer — Tue, 03 Mar 2009 20:53:03 -0500

I require to calculate the gradient of a function of n variables.

However my function is not available explicitly. I just have a table of values and the values of the dependent variable are not equally spaced. In particular, I have a function of 100 variables and I have 10000 data points.

My problem can be stated in general terms as follows: Given a finite number of data points of a function of n-variables, how can I calculate the gradient at any arbitrary point in this (n+1)-dimensional space?

How can the 'gradient' command be adapted to such problems? Are there concerns about the computational speed of the gradient command for such problems? Are there more suitable variants available in the file exchange?

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Using gradient command when explicit function description is not available