gncpy.math.get_jacobian

get_jacobian(x, fnc, f_args=(), step_size=1e-07)

Calculates the jacobian of a function.

Numerically calculates the jacobian using the central difference method.

Parameters:

• x (numpy array) – The point to evaluate about.

• fnc (callable) – The function to evaluate, must be of the form f(x, *f_args).

• f_args (tuple, optional) – Additional argumets for fnc. The default is ().

• step_size (float, optional) – The step size to use when calculating the jacobian. The default is 10**-7.

Returns:

jac – The jacobain of the function

Return type:

N x 1 numpy array