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"Exact" jacobian calculation


From: Fotios
Subject: "Exact" jacobian calculation
Date: Sun, 02 Oct 2011 06:05:15 +0300
User-agent: Mozilla/5.0 (Windows NT 6.1; WOW64; rv:7.0.1) Gecko/20110929 Thunderbird/7.0.1

I attach a simple function with the hope that someone will find it useful. It calculates the "exact" jacobian of an analytic function f:R^n->R^n avoiding subtractive cancellation by following the imaginary step approach. Any corrections are welcomed. Enjoy.

/Fotis

Attachment: deriv.m
Description: application/vnd.wolfram.mathematica.package


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