Jacobian toolbox
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 (2024). Jacobian toolbox (https://www.mathworks.com/matlabcentral/fileexchange/53440-jacobian-toolbox), MATLAB Central File Exchange. Retrieved .
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Inspired by: Numerical Methods Using MATLAB, 3e
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