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tomstewart89 / BasicLinearAlgebra

A library for using matrices and linear algebra on Arduino
MIT License
185 stars 38 forks source link

Numeric differentiation #58

Closed Akshay5312 closed 1 year ago

Akshay5312 commented 1 year ago

I didn't get to implementing the hessian, but a Jacobian and Gradient function work. The gradient is a generalized version of the jacobian, so it is built on top of the jacobian function.

The gradient test is very imprecise due to odd floating point inconsistencies, but it is still \~approximately\~ equal.

tomstewart89 commented 1 year ago

Hey @Akshay5312 , I just wanted to let you know that I'm a bit busy for the next few weeks but I'll look at this as soon as I get some time. Thanks for the PR!