Compute the Jacobian by finite differences
Jfd = uncprb_getvecjacfd ( n , m , x , nprob ) Jfd = uncprb_getvecjacfd ( n , m , x , nprob , Jstep ) Jfd = uncprb_getvecjacfd ( n , m , x , nprob , Jstep , Jorder )
a n x 1 matrix of doubles, the point where to compute f
the step to use for differences. If Jstep=[], uses the default step. The default step depends on the order and the machine precision %eps.
the order to use for differences (1, 2 or 4). Default Jorder = 2. If Jorder=[], uses the default order.
the problem number
the number of variables, i.e. the size of x
the number of functions, i.e. the size of fvec
a m x n matrix of doubles, the Jacobian matrix, dfi(x)/dxj, i=1,..,m , j=1, ..., n
Uses finite differences to compute the Jacobian matrix.