Re: Numerical Differentiation

*To*: mathgroup at smc.vnet.net*Subject*: [mg4347] Re: Numerical Differentiation*From*: rdieter at mathlab44.unl.edu (Rex Dieter)*Date*: Thu, 11 Jul 1996 01:00:22 -0400*Organization*: University of Nebraska--Lincoln*Sender*: owner-wri-mathgroup at wolfram.com

In article <4qirpi$3cq at dragonfly.wolfram.com> sfpse at u.washington.edu (Russell Brunelle) writes: > I have needed to perform numerical differentiation as well. The following > function, which finds the derivative with respect to f[t] at point t0 is > the best I could do. > > ND[f_, t_, t0_, prec_:$MachinePrecision] := > With[{h=1/(2 10^(prec-6)), t0p=SetPrecision[t0,prec]}, > N[((f /. t->(t0p+h)) - (f /. t->(t0p=h)))/(2 h), prec]] No need to write your own, it already exists in stock Mathematica in the NLimit package: In[1]:= Needs["NumericalMath`NLimit`"] In[2]:= ?ND ND[expr, x, x0] gives a numerical approximation to the derivative of expr with respect to x at the point x0. ND[expr, {x, n}, x0] gives a numerical approximation to the n-th derivative of expr with respect to x at the point x0. ND attempts to evaluate expr at x0. If this fails, ND fails. -- Rex Dieter Computer System Manager Department of Mathematics and Statistics University of Nebraska Lincoln ==== [MESSAGE SEPARATOR] ====