One way to calculate the Jacobian matrix of an n-dimensional function f(x) in MATLAB using numerical differentiation is to use the central difference method with a small step size h. Here's an example code:
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To use this code, you need to define your n-dimensional function f(x) and pass it as an input argument to the jacobian
function, along with the value of x where you want to compute the Jacobian matrix. For example:
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This will output the Jacobian matrix J:
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which is the numerical approximation of the partial derivatives of f with respect to each component of x, evaluated at x = [1; 2].
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