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> Using Matlab m-files




FORDIFFX.OMS

Script File:
# Description:
# Compares the forward difference with the analytic derivative for
# a quadratic.
#
clear
# matrix defining the quadratic function
const A = diag(seq(3))
#
# function to be differentiated
function f(x) begin 
	return .5 * x' * A * x
end
# the analytic derivative
function df(x) begin 
	return x' * A
end
x = real(seq(3))
h = x / 10e0
format real "f10.5"
print "analytic derivative  = ", df(x)
print "numerical derivative = ", fordiff(function f, x, h)
	  

Output:
analytic derivative  =  [    1.00000 ,    4.00000 ,    9.00000 ] 
numerical derivative =  [    1.05000 ,    4.20000 ,    9.45000 ] 
	  


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