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Teaching Numerical Gradients and Hessians 1.0
File ID: 83953






Teaching Numerical Gradients and Hessians 1.0
Download Teaching Numerical Gradients and Hessians 1.0http://www.sabrainc.com/NewXLS.asp?P=NewXLSReport Error Link
License: Shareware
File Size: 10.0 KB
Downloads: 5
Submit Rating:
Teaching Numerical Gradients and Hessians 1.0 Description
Description: This submission is a set of m-files to demonstrate how to take a simple numerical derivative and Hessian of an arbitrary function. Each step in the code is documented. There is a test script included which computes the numerical Hessian of a test function and compares it to a symbolically-determined result (with a numerical point substituted into the symbolic Hessian). The gradient and Hessian functions support varying tolerance, and also counting the number of function evaluations in order to give a sense of just how expensive numerical derivatives can be.

The test script requires the Symbolic Math Toolbox.

License: Shareware

Related: varying, tolerance, counting, Support, Functions, substituted, symbolic, Gradient, Number, Evaluations

O/S:BSD, Linux, Solaris, Mac OS X

File Size: 10.0 KB

Downloads: 5



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