Derivatives Calculator


It is known that Matlab provides users a function jacobian to compute the Jacobian matrix of a given single/set-valued function. When it comes to calculating the second order or third order derivatives of a given function, the usage of jacobian seems not to be straightforward and the computations might be quite complicated.

Therefore, this toolbox GetDerivatives aims at calculating the first, second and third order derivatives of a single/set-valued function, $f(x):\mathbb{R}^{n_x}\rightarrow \mathbb{R}^{n_f}$, where $n_f\geq1$. Detailed instructions for this toolbox can be found in the menu-of-BiOpt.