[MATLAB] Compute eigenvalues' Jacobian via callback

[Filippo Trevisi]

Dear all,

I want to provide the analytical Jacobian of the eigenvalues D of a matrix A via callbacks (in particular I am interested in the damping ratios to be used within an optimization).  

Please find a minimal code at <script src="https://gist.github.com/fitr44/01236099ec9b4474d9228ae6300a8f43.js"></script>

When running the code, I get the following error: 

In alternative, by typing "jac = jacobian(g,x);", I get the following error: 

Note that, in the eval method of the jacobian, I commented my implementation to make sure the outputs is of the correct shape. 

Any help on resolving this errors? I would be extremely grateful.

PS. the derivatives of the eigenvalues can be obtained if the derivative of A and the eigenvalues themselves are known (they can be evaluated numerically only once). This problem seems relevant also to others. 

Thanks in advance, 

Filippo

[Filippo Trevisi]

Sorry, I just realized the link to the minimal code does not work. This should work: https://gist.github.com/fitr44/01236099ec9b4474d9228ae6300a8f43