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cdiff

version 1.0.0.0 (3.69 KB) by Andrew Horchler
First- and second-order complex step derivative approximation

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Updated 11 Apr 2017

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First- and second-order complex step derivative approximation.
cdiff(F,X) returns the first order derivative approximation of the function F evaluated at X. F is a function handle with a single input argument that returns an output of the same dimensions as the floating-point array X.
Inspired by: http://blogs.mathworks.com/cleve/2013/10/14/complex-step-differentiation/

Cite As

Andrew Horchler (2021). cdiff (https://github.com/horchler/cdiff), GitHub. Retrieved .

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MATLAB Release Compatibility
Created with R2016a
Compatible with any release
Platform Compatibility
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