Are there any other ways(function) of finding jacobian matrix numerically beside the function numjac

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Kevin Lin 2019-11-18

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评论： Kevin Lin 2019-11-19

采纳的回答： Vladimir Sovkov

Are there any other ways(known function) of finding jacobian matrix numerically beside the function numjac?

basically I am going to input something like x=[x1 x2 x3 .....xn]' into a function such as x'*x and find its jacobian

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Vladimir Sovkov 2019-11-18

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The function you describe is no more than the squared norm of the vector x, i.e. it is a scalar function of a vector argument.

Its Jacobi matrix is just the doubled vector: 2*x.

I am unaware about other call functions. In my opinion, it is rather easy to find the Jacobi matrix "manualy" via a straightforward computing of the necessary derivatives by using either the finite-differenece algorithm or the Fourier-transform algorithm.

Kevin Lin 2019-11-19