19 lines
647 B
Plaintext
19 lines
647 B
Plaintext
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DIFFEXT Numerical approximation for hessian.
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The method is Richardson`s extrapolation.
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Sample call
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[D,err,relerr,n] = diffext('f',x,delta,toler)
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Inputs
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f name of the function
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x differentiation point
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options matrix of algorithm parameters
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delta error goal (1e-12)
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toler relative error goal (1e-12)
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Return
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J Jacobian
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NUMERICAL METHODS: MATLAB Programs, (c) John H. Mathews 1995
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Modified F. Collard, August 2001
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