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I want to compute the Jacobian of a function in Matlab

  1. Jan 30, 2012 #1

    hunt_mat

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    Homework Helper

    Hi,

    I have a function of the form:
    function r=d(f,j)
    if (j==1)
    r=3*f(1)+f(3)*f(2)-3;
    elseif(j==2)
    r=f(1)+2*f(2)-4;
    else
    r=f(1)*f(2)*f(3)-1;
    end

    and I would like to be able to numerically compute the Jacobian for such a function. I have a method of computing the Jacobian but I am not convinced that it is giving the right answer though.

    for i=1:3
    for j=1:3
    T=zeros(3,1);
    T(j)=dd;
    J(i,j)=(d(f+T,i)-d(f,i))/dd; %This is the jacobian
    end
    end

    Does anyone have anything better?
     
  2. jcsd
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