Jacobian toolbox

Includes three routines that yield Jacobian estimates.

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jacobiansimple takes a single step so that only n+1 evaluations are needed.
jacobianlim finds the jacobian as a limiting process which is more precise.
jacobianext uses Romberg extrapolation to determine the jacobian.
All functions respect boundaries, but only jacobiansimple allows an evaluation exactly on the boundary. All can be used to find simple derivatives (for functions which are scalar-valued). jacobianlim and jacobianext provide error bounds. jacobianext can recycle earlier Jacobians to refine which is a time saver.

Cite As

Alexander (2026). Jacobian toolbox (https://se.mathworks.com/matlabcentral/fileexchange/53440-jacobian-toolbox), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired by: Numerical Methods Using MATLAB, 3e

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
3.0