Numerical Jacobian / Derivative

Version 2.2 (121 KB) by Auralius Manurung

Calculate Jacobian of a function numerically for a given certain condition

https://github.com/auralius/numerical-jacobian

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Updated 14 Mar 2022

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numerical-jacobian

This is to calculate Jacobian of a function numerically. See: http://www.maths.lth.se/na/courses/FMN081/FMN081-06/lecture7.pdf

March 10, 2022

Added the Complex-Step Derivative Approximation (CSDA) method.
See: https://epubs.siam.org/doi/10.1137/0704019

March 11, 2022

Added the central difference method.

March 11, 2022

Added benchmark results of the three methods.

Cite As

Auralius Manurung (2026). Numerical Jacobian / Derivative (https://github.com/auralius/numerical-jacobian/releases/tag/2.2), GitHub. Retrieved January 13, 2026.

MATLAB Release Compatibility

Created with R2014a

Compatible with any release

Platform Compatibility

Windows macOS Linux

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Version	Published	Release Notes
2.2	14 Mar 2022	See release notes for this release on GitHub: https://github.com/auralius/numerical-jacobian/releases/tag/2.2	Download
2.1	11 Mar 2022	See release notes for this release on GitHub: https://github.com/auralius/numerical-jacobian/releases/tag/2.1	Download
2.0	10 Mar 2022	See release notes for this release on GitHub: https://github.com/auralius/numerical-jacobian/releases/tag/2.0	Download
1.0.0.1	15 Jan 2021	Updated the information.
1.0.0.0	24 Sep 2015

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