Teaching Numerical Gradients and Hessians 1.0

Date Added: August 03, 2013 | Visits: 263

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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.

Requirements: No special requirements

Platforms: Matlab

Keyword: Counting, Evaluations, Functions, Gradient, Number, Substituted, Support, Symbolic, Tolerance, Varying

Users rating: 0/10

License: Shareware

Size: 10 KB

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