Method mfh/getJacobian


  GETJACOBIAN calculate Jacobian matrix for a given function.
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  GETJACOBIAN calculate Jacobian matrix for a given function. Each function
              is assumed to be function only of the parameters resepect to
              which the derivative should be calculated. All the other
              quantities should be inserted in the 'constants' field.
 
  INPUTS:
          - func. The function
          - p0. The set of parameters. (double vector).
          - DerivStep. The set of derivative steps. (doble vactor).
 
  OUTPUTS:
          - J. the Jacobian matrix. n x q where q is numel(p0) and n is
            numel(func(p0).y).
 
  ALGORITHM:
 
  For each parameter an incremented parameter is calculated as
 
  pd = p0
  pd(i) = DerivStep(i)*p0(i) + p0(i)
 
  if p0(i) = 0 then pd(i) = DerivStep(i) + p0(i).
 
  Then the function is evaluated
 
  f0 = func(p0)
  fd = func(pd)
 
  J = (fd - f0)./(pd(i) - p0(i))
 
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Method Details
Access public
Defining Class mfh
Sealed 0
Static 0

Parameter Description

Default

no description
Key Default Value Options Description
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Some information of the method mfh/getJacobian are listed below:
Class name mfh
Method name getJacobian
Category Signal Processing
Package name ltpda
VCS Version 3542afe99dea25c636b7ac3b82a9f6f8be9d447d
Min input args 1
Max input args -1
Min output args 1
Max output args -1




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