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NGrad: Numerical Gradient of multivariate function

Alejandro Pozas-Kerstjens
Organization: ICFO-The Institute of Photonic Sciences
Revision date


Given a multivariate function expr[x1...xn], a list of variables {x1,...,xn} and a point {x10,...,xn0}, NGrad[expr,{x1,...,xn},{x10,...,xn0}] computes numerically the gradient of expr in the point specified by sequential uses of ND. For one-variable functions, NGrad[expr,x,x0] outputs the numerical derivative of expr in the point x0.

The function needs the NumericalCalculus package to operate

*Mathematics > Calculus and Analysis > Calculus
*Wolfram Technology > Programming > Packages and Contexts

calculus, multivariate calculus, derivative, gradient, multivariate function, numerical, numerical calculus, numerical derivative, numerical gradient, NGrad
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NGrad.nb (20.5 KB) - Mathematica Notebook