tomstewart89 / BasicLinearAlgebra

A library for using matrices and linear algebra on Arduino
MIT License
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numerically differentiating vector valued functions #57

Closed Akshay5312 closed 1 year ago

Akshay5312 commented 1 year ago

A way to numerically approximate the jacobian given a vector valued function, (or the gradient of an Rn -> R function) would be beneficial

tomstewart89 commented 1 year ago

Just FYI, it should be possible to generalise this to differentiating functions of $R^n \rightarrow R^m$ such that we can twice differentiate functions to get a hessian. See here for an example (this doesn't exploit the symmetry of the hessian unfortunately but :man_shrugging: )

tomstewart89 commented 1 year ago

Done with #58