29 lines
609 B
Mathematica
29 lines
609 B
Mathematica
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function [ J ] = computeNumJacobian(x, f, jacobianOptions)
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% Authors: Quentin Leboutet, Julien Roux, Alexandre Janot and Gordon Cheng
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%
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% Computes the numerical Jacobian matrix of the function "f"
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f_x = f(x);
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numRows = length(f_x);
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numCols = numel(x);
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if numRows == 0 || numCols == 0
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error('Numerical Jacobian estimate provided with zero-size variable...');
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end
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J = zeros(numRows, numCols);
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dx = zeros([numCols, 1]);
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hCalcGradFun = @(dx) (f(x + dx) - f_x) / jacobianOptions.epsVal;
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for i = 1:numCols
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dx(i) = jacobianOptions.epsVal;
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J(:, i) = hCalcGradFun(dx);
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dx(i) = 0;
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end
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end
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