This is to calculate Jacobian of a function numerically. See: http://www.maths.lth.se/na/courses/FMN081/FMN081-06/lecture7.pdf
March 10, 2022
- Added the Complex-Step Derivative Approximation (CSDA) method.
See: https://epubs.siam.org/doi/10.1137/0704019
March 11, 2022
- Added the central difference method.
March 11, 2022
- Added benchmark results of the three methods.
