Finite Difference Method to find gradient?
10 次查看(过去 30 天)
显示 更早的评论
I need to find the gradient of an n-dimensional function to eventually optimize it bu I need to be doing it by finite difference method. I can't use the built-in matlab functions but I have no idea how to code finite difference for n-dimensions. The function should be entered as x(1) x(2) and so on (so that the loops can calculate the gradient) and the dimension of the function will be found from the size of the starting point vector. Can someone help me out in this please? I really don't know how to code this.
1 个评论
Star Strider
2015-11-22
编辑:Star Strider
2015-11-22
This Stack Exchange post should get you started: calculate Jacobian matrix without closed form or analytical form.
回答(0 个)
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Problem-Based Optimization Setup 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!