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sdToolkit
DL : 0
Semi-automatic Differentiation (SD) Toolkit is a Matlab implementation of the complex step derivative (CSD) technique for the differentiation of real-valued functions. The Toolkit consists of three core functions: sdGrad.m - Returns CSD approximation of the gradient (g) of the scalar-valued target function fun(p,Extra), according to Equation 3 of the paper. sdJac.m - Returns CSD approximation of the Jacobian (J) of the scalar-valued target function fun(p,Extra), according to Equation 3 of the paper. sdHg.m - Rerurns CSD approximation of the Hessian (H) of the scalar-valued target function fun(p,Extra), according to Equation 7 of the paper. It also returns the centered-difference CSD approximation of the gradient as a by-product. For a brief describtion of the functions in the toolkit, type ,help sdToolkit> at Matlab command prompt.-The sdToolkit demonstrates the complex step derivative method on a variety of functions and geophysically oriented examples
Date
: 2026-01-10
Size
: 28kb
User
:
蒋礼
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