jacobian: Numerical and Symbolic Jacobian

In eguidotti/calculus: High Dimensional Numerical and Symbolic Calculus

Numerical and Symbolic Jacobian

Description

Computes the numerical Jacobian of functions or the symbolic Jacobian of characters in arbitrary orthogonal coordinate systems.

Usage

jacobian(
  f,
  var,
  params = list(),
  coordinates = "cartesian",
  accuracy = 4,
  stepsize = NULL
)

f %jacobian% var

Arguments

f	array of characters or a function returning a numeric array.
var	vector giving the variable names with respect to which the derivatives are to be computed and/or the point where the derivatives are to be evaluated. See derivative.
params	list of additional parameters passed to f.
coordinates	coordinate system to use. One of: cartesian, polar, spherical, cylindrical, parabolic, parabolic-cylindrical or a vector of scale factors for each varibale.
accuracy	degree of accuracy for numerical derivatives.
stepsize	finite differences stepsize for numerical derivatives. It is based on the precision of the machine by default.

Details

The function is basically a wrapper for gradient with drop=FALSE.

Value

array.

Functions

• f %jacobian% var: binary operator with default parameters.

References

Guidotti E (2022). "calculus: High-Dimensional Numerical and Symbolic Calculus in R." Journal of Statistical Software, 104(5), 1-37. doi: 10.18637/jss.v104.i05

See Also

Other differential operators: curl(), derivative(), divergence(), gradient(), hessian(), laplacian()

Examples

### symbolic Jacobian 
jacobian("x*y*z", var = c("x", "y", "z"))

### numerical Jacobian in (x=1, y=2, z=3)
f <- function(x, y, z) x*y*z
jacobian(f = f, var = c(x=1, y=2, z=3))

### vectorized interface
f <- function(x) x[1]*x[2]*x[3]
jacobian(f = f, var = c(1, 2, 3))

### symbolic vector-valued functions
f <- c("y*sin(x)", "x*cos(y)")
jacobian(f = f, var = c("x","y"))

### numerical vector-valued functions
f <- function(x) c(sum(x), prod(x))
jacobian(f = f, var = c(0,0,0))

### binary operator
"x*y^2" %jacobian% c(x=1, y=3)

eguidotti/calculus documentation built on March 17, 2023, 5:18 a.m.