Created Donnerstag 28 April 2016
Computing Jacobian can be done numerically by using a small finite-difference perturbation method.
Let's say we have the following function:
Its analytical Jacobian would be:
Its numerical Jacobian would be:
where is a very small number.
./demo.m → Demo with 3 differnet functions
./numeric_jacobian.m → Reusable MATLAB function for computing Jacobian for the demo above
./jacobian.nb → Compare analytical and numerical Jacobian with Mathematica