deerlab.Jacobian#

Jacobian(fcn, x0, lb, ub)[source]#

Finite difference Jacobian estimation

Estimates the Jacobian matrix of a vector-valued function $f(x)$ at the point $x_0$ taking into consideration box-constraints of the vector-valued variable x defined by its lower and upper bounds.

Parameters:

fcncallable: Function $f(x)$ to be differentiated.
x0ndarray: Point $x_0$ at which to differentiate.
lbndarray: Lower bounds of $x$ .
ubndarray: Upper bounds of $x$ .

Notes

This is a wrapper around the scipy.optimize._numdiff.approx_derivative function of the Scipy package.