Complex step Jacobian
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Complex step differentiation (CSD) has many advantages in efferency and accuracy over finite difference approaches (central, forward and backward). This code demonstrates how the Jacobian matrix of a given function at the reference point can be calculated using the CSD approach.
Free download from Shareware Connection - Complex step differentiation (CSD) has many advantages in efferency and accuracy over finite difference approaches (central, forward and backward)
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 13-02-2013 | Rating: 0 | Title: Complex step Jacobian
Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/18176/1/jacobiancsd.zip
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