Description:
This function returns a Jacbian Matrix of partial derivatives for a function.
eg., usage:
'function for which Jacobian matrix needs to be computed
Public Function myfn(x As Variant, p As Variant)
Dim outVec As Variant
ReDim outVec(1 To UBound(x, 1), 1 To 1)
Dim i As Single
For i = 1 To UBound(x, 1)
outVec(i, 1) = p(1, 1) * x(i, 1) ^ 3 - p(2, 1) * x(i, 1) + 4
Next i
myfn = outVec
End Function
'example code for getting jacobian matrix
Private Sub CommandButton1_Click()
ReDim x(1 To 10, 1 To 1)
Dim i As Single
For i = 1 To 10
x(i, 1) = i
Next i
ReDim p(1 To 2, 1 To 1)
p(1, 1) = 0.5
p(2, 1) = 0.2
ReDim dp(1 To 2, 1 To 1)
dp(1, 1) = 0.001
dp(2, 1) = 0.001
Dim myres As Variant
myres = GetJacobianMatrix(x, p, "myfn", dp)
End Sub
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Partial Derivatives Jacobian Matrix
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Excel VBA 
Partial Derivatives Jacobian Matrix