Find gradient numerically for the equation
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I have the following equation:
where R is a 3x3 matrix and w is 3x1 vector, Hg is 3x3 matrix and hg is 3x1 vector.
In my algorithm, I need to find the gradient of the function numerically which is written in the following form:
As J(x) will return a scalar value, I guess gradient function can not be used. As I am new in this domain, can anyone help me to find a way to calculate the gradient numerically (whether any function name or psudocode or snippet)?
Thanks a lot in advance.