matlab code to Calculate Jacobian matrix
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Calculate the Jacobian matrix of function f to the parameters
Jacobian Computation
To compute the Jacobian matrix, a vector function
h ( B , C ) = vec( T (3) − C (( B ⊡2)⊙2)T) is
introduced. The Jacobian matrix for h w.r.t. B and C is obtained by computing the differential
of h .
Because of the large size of the Jacobian ( I 2 K , ( I + K ) P ),
the normal equations are used to compute the update of the Levenberg-Marquardt method. The
much smaller J T J matrix is calculated directly by rearranging its blocks to obtain simplified
expressions involving fewer terms of smaller dimensions than if J were used explicitly.