autoJac

Estimate the gradient or Jacobian of a function via automatic differentiation

Syntax

jac = autoJac(fun,x)

Description

This function uses William McIlhagga's adiff package to estimate the gradient or Jacobian at a value of x using forward automatic differentiation.

jac = autoJac(fun,x) uses the function handle fun and the current state vector x to estimate the gradient / Jacobian of the function fun.

Example

Estimate the Jacobian of the following nonlinear constraint function at x = [1 1 1 1]^T:

nlcon = @(x) [8 - x(1)^2 - x(2)^2 - x(3)^2 - x(4)^2 - x(1) + x(2) - x(3) + x(4);
10 - x(1)^2 - 2*x(2)^2 - x(3)^2 - 2*x(4)^2 + x(1) + x(4);
5 - 2*x(1)^2 - x(2)^2 - x(3)^2 - 2*x(1) + x(2) + x(4)];

x = [1;1;1;1];

jac = autoJac(nlcon,x)

jac =

-3 -1 -3 -1
-1 -4 -2 -3
-6 -1 -2 1