Created Monday 13 February 2017

I made a library for calculating Jacobian and Hessian of a matrix numerically.

I use a perturbation method, however, I found the Hessian to be very sensitive to the given sampling rate.

Let's take an example of an equation with 2 outputs and 3 inputs:

the source code can be foud here:

https://github.com/auralius/jacobian-hessian-cpp