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Numerical Differentiation Toolbox

version 2.0.1 (624 KB) by Tamas Kis
Functions to evaluate derivatives, partial derivatives, gradients, directional derivatives, Jacobian matrices, and Hessian matrices.

58 Downloads

Updated 07 Dec 2021

From GitHub

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Numerical Differentiation Toolbox View Numerical Differentiation Toolbox on File Exchange

This toolbox supplies functions to evaluate derivatives, partial derivatives, gradients, directional derivatives, Jacobian matrices, and Hessian matrices using the complex-step approximation of a derivative.

Documentation

Toolbox Documentation
Technical Documentation

Differentiation Functions

df = iderivative(f,x0)
pf = ipartial(f,x0,j)
g = igradient(f,x0)
Dv = idirectional(f,x0,v)
J = ijacobian(f,x0)
H = ihessian(f,x0)

"Complexified" Functions

y = iabs(x)
z = iatan2(y,x)
z = iatan2d(y,x)

Cite As

Tamas Kis (2021). Numerical Differentiation Toolbox (https://github.com/tamaskis/Numerical_Differentiation_Toolbox-MATLAB/releases/tag/v2.0.1), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2021a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.