You could try automatic differentiation.  Have a look at the example in
the readme of https://github.com/scidom/DualNumbers.jl

On Tue, 2014-02-11 at 21:35, [email protected] wrote:
> I imagine this exists somewhere already, but I haven't been able to find 
> it: is there a function that takes a vector-valued function and a point in 
> its domain, and returns the Jacobian matrix at that point?
>
> Thanks~
>
> Sam

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