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.