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Re: Numerical Differentiation

• To: mathgroup at smc.vnet.net
• Subject: [mg4342] Re: Numerical Differentiation
• From: tlm at ameslab.gov (Dr. T. L. Marchioro II)
• Date: Thu, 11 Jul 1996 00:59:29 -0400
• Organization: Iowa State University, Ames, Iowa
• Sender: owner-wri-mathgroup at wolfram.com

 Robert Knapp wrote:
> Mark James wrote:
> > 
> > Does anyone know of a function that calculates the derivative of
> > a function (that can't be differentiated symbolically) at a given
> > point by numerical means?  I can't find it as a built-in or in the
> > standard packages.  Thanks.
> 
> The function ND in the package NumericalMath`NLimit does this.
> 
> I mention in passing that numerical derivatives will be computed
> automatically in the next release of Mathematica.

Really?  By what method?  Where will they be well defined? That is, if 
you have a discrete data stream will be the derivatives be accurate at 
the same points you know the data, or at the midpoints between the data, 
or somewhere else?  To what order will be the derivatives be accurately 
calculable?  

Inquiring minds and all that :)

TLM

--
Dr. Thomas L. Marchioro II      Two-wheeled theoretical physicist
Applied Mathematical Sciences   515-294-9779
Ames Laboratory                 515-432-9142 (home)
Ames, Iowa 50011                tlm at ameslab.gov
Project Coordinator: Undergraduate Computational Engineering and Sciences
http://uces.ameslab.gov/



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