I want to compute the Jacobian of a function in Matlab

[hunt_mat]

Hi,

I have a function of the form:
function r=d(f,j)
if (j==1)
r=3*f(1)+f(3)*f(2)-3;
elseif(j==2)
r=f(1)+2*f(2)-4;
else
r=f(1)*f(2)*f(3)-1;
end

and I would like to be able to numerically compute the Jacobian for such a function. I have a method of computing the Jacobian but I am not convinced that it is giving the right answer though.

for i=1:3
for j=1:3
T=zeros(3,1);
T(j)=dd;
J(i,j)=(d(f+T,i)-d(f,i))/dd; %This is the jacobian
end
end

Does anyone have anything better?

 

[Vailanor]

Yes, you can use the symbolic toolbox in MATLAB to compute the Jacobian symbolically. This will give you a more exact solution and will save you the effort of manually computing the Jacobian. You can do this by defining a symbolic vector of variables (f) and then using the jacobian command to calculate the Jacobian of your function d with respect to f. For example, if your vector is f=[f1;f2;f3], then you can use the following command:J=jacobian(d,[f1;f2;f3]) This will give you the Jacobian matrix for your function d.