Numerical Differentiation Toolbox

version 7.0.3 (5.02 MB) by Tamas Kis
Functions and classes to evaluate derivatives, partial derivatives, gradients, directional derivatives, Jacobians, and Hessians.

188 Downloads

Updated 11 Sep 2022

From GitHub

View License on GitHub

Numerical Differentiation Toolbox View Numerical Differentiation Toolbox on File Exchange

This toolbox supplies functions and classes to evaluate derivatives, partial derivatives, gradients, directional derivatives, Jacobians, and Hessians using the forward difference, central difference, and complex-step approximations of a derivative.

Documentation

Toolbox Documentation
Technical Documentation

To open the home page of the toolbox documentation in MATLAB, type

doc_NDT

in the Command Window. To open the documentation of a specific function with name function_name from the Command Window, type

doc_NDT function_name

To open the PDF file with the technical documentation (Numerical_Differentiation.pdf) from the Command Window, type

doc_NDT tech

Differentiator Class

D = Differentiator(method)

Central Difference Differentiation Functions

df = cderivative(f,x0)
pf = cpartial(f,x0,k)
g = cgradient(f,x0)
Dv = cdirectional(f,x0,v)
J = cjacobian(f,x0)
H = chessian(f,x0)
H = cvechessian(f,x0)

Forward Difference Differentiation Functions

df = fderivative(f,x0)
pf = fpartial(f,x0,k)
g = fgradient(f,x0)
Dv = fdirectional(f,x0,v)
J = fjacobian(f,x0)
H = fhessian(f,x0)
H = fvechessian(f,x0)

Complex-Step Differentiation Functions

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

"Complexified" Functions

y = iabs(x)
z = iatan2(y,x)
z = iatan2d(y,x)
z = idot(x,y)
m = imax(x1,x2)
m = imin(x1,x2)
r = imod(a,n)
y = inorm(x)

Cite As

Tamas Kis (2022). Numerical Differentiation Toolbox (https://github.com/tamaskis/Numerical_Differentiation_Toolbox-MATLAB/releases/tag/v7.0.3), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2021b
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
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.