CDJac: CDJac

In common2016/HM2009: What the Package Does (One Line, Title Case)

Description

computes a central difference approximation of the Jacobian matrix of a system of n non-linear functions y_i=f^i(x), where x is a column vector of dimension m.

Usage

CDJac(f, x0, ...)

Arguments

f	pointer to the routine that returns the m-vector f(x)
x0	m vector x0, the point at which the derivatives are to be evaluated
...	any additional arguments passed to f.

Details

algorithm: based on (A.2.8) in Heer and Maussner, see also Dennis and Schnabel (1983), Algorithm A5.6.4.

Value

Jac n by m matrix of parital derivatives

common2016/HM2009 documentation built on Dec. 19, 2021, 6 p.m.