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    4.3 Numerical Differentiation 4.3.1 Calculation With Difference Formulas

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    Edon Morina
    The document summarizes a numerical differentiation method for calculating the Jacobian matrix of an n-dimensional function. It describes a jacobnnf function that uses forward difference approximations to estimate the partial derivatives of each component of a function f with respect to the input variables x. The jacobnnf function takes the number of variables n, the point x to evaluate the Jacobian at, the function values f(x), and allocates memory to store the Jacobian matrix with the partial derivative of f[i] with respect to x[j] at jac[i,j]. It then loops through each variable i, calculates the forward difference with a small step size di, calls the function to evaluate f, and estimates the partial derivatives as

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    4.3 Numerical Differentiation 4.3.1 Calculation With Difference Formulas

    Uploaded by

    Edon Morina
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    The document summarizes a numerical differentiation method for calculating the Jacobian matrix of an n-dimensional function. It describes a jacobnnf function that uses forward difference approximations to estimate the partial derivatives of each component of a function f with respect to the input variables x. The jacobnnf function takes the number of variables n, the point x to evaluate the Jacobian at, the function values f(x), and allocates memory to store the Jacobian matrix with the partial derivative of f[i] with respect to x[j] at jac[i,j]. It then loops through each variable i, calculates the forward difference with a small step size di, calls the function to evaluate f, and estimates the partial derivatives as

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    The document summarizes a numerical differentiation method for calculating the Jacobian matrix of an n-dimensional function. It describes a jacobnnf function that uses forward difference approximations to estimate the partial derivatives of each component of a function f with respect to the input variables x. The jacobnnf function takes the number of variables n, the point x to evaluate the Jacobian at, the function values f(x), and allocates memory to store the Jacobian matrix with the partial derivative of f[i] with respect to x[j] at jac[i,j]. It then loops through each variable i, calculates the forward difference with a small step size di, calls the function to evaluate f, and estimates the partial derivatives as

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    © All Rights Reserved
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    Download as pdf or txt
    11 views1 page

    4.3 Numerical Differentiation 4.3.1 Calculation With Difference Formulas

    Uploaded by

    Edon Morina
    The document summarizes a numerical differentiation method for calculating the Jacobian matrix of an n-dimensional function. It describes a jacobnnf function that uses forward difference approximations to estimate the partial derivatives of each component of a function f with respect to the input variables x. The jacobnnf function takes the number of variables n, the point x to evaluate the Jacobian at, the function values f(x), and allocates memory to store the Jacobian matrix with the partial derivative of f[i] with respect to x[j] at jac[i,j]. It then loops through each variable i, calculates the forward difference with a small step size di, calls the function to evaluate f, and estimates the partial derivatives as

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    of 1

    iree-real-vector (a,0) ;

    free-real-vector(b,O);

    4.3 Numerical differentiation


    4.3.1 Calculation with difference formulas
    A. jacobnnf
    Calculates the Jacobian matrix of an n-dimensional function of n variables using
    forward differences. jacobnnf computes first order difference quotient approximations
    Jij= Cr;(x,,..., X,,,X,+~,X,+~
    ,...,x,S-f i(xl,...,X,~~,X,,X,+~
    ,..., xJ)/)/S, (i,j=l ,..., n)
    to the partial derivatives qj = af;(x)/ax, of the components of the function f(x) ExeRn).
    Function Parameters:
    void j acobnnf (n,x,xjac,difunct)
    int;
    entry: the number of independent variables and the dimension of the function;
    x: float x[l:n];
    entry: the point at which the Jacobian has to be calculated;
    f: float f[l:n];
    entry: the values of the function components at the point given in array x;
    jac:
    float jac[l:n, l:n];
    the Jacobian matrix in such a way that the partial derivative offri] with respect
    exit:
    to xlj] is given in jac[i,j], i,j=l, ...,n;
    di: float (*di)(i), int i;
    entry: the partial derivatives to x[i] are approximated by forward differences, using
    an increment in the i-th variable equal to the value of di, i=l, ...,n;
    funct: void (*fun@ (n,x,fi;
    entry: the meaning of the parameters of the function funct is as follows:
    n: the number of independent variables of the function
    x: the independent variables are given in x[l:n];
    f: after a call of funct the function components should be given in f[l:n].
    n:

    void jacobnnf (int n, float x[] , float f [I , float **lac,


    float (*di)(int), void (*funct)(int, float[], float[] )
    I
    float *allocate-real-vector(int, int);
    void free-real-vector(f1oat * , int);
    int i, j ;
    float step,aid,*fl;
    f l=allocate-real-vector (1,n);
    for (i=l; i<=n; i++) {
    step= (*di)(i);
    aid=x [il ;
    x [i]=aid+step;
    step=l.O/step;
    (*funct)(n,x,1) ;
    for (j=l; j < = n ; j++) jacfj][il=(flljl-f [jl )*step;

    Copyright 1995 by CRC Press, Inc

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