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MathGroup Archive 1996

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Re: Numerical Differentiation

  • To: mathgroup at smc.vnet.net
  • Subject: [mg4291] Re: Numerical Differentiation
  • From: Paul Abbott <paul at earwax.pd.uwa.edu.au>
  • Date: Sat, 29 Jun 1996 03:55:33 -0400
  • Organization: University of Western Australia
  • Sender: owner-wri-mathgroup at wolfram.com

Mark James wrote:
 
> Does anyone know of a function that calculates the derivative of
> a function (that can't be differentiated symbolically) 

Why can't it 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.

There is the ND function in NumericalMath`NLimit`.

Another way of proceeding is to sample the function at a number of 
points, interpolate, and then differentiate:

	points = Table[{x,f[x]}, {x,0,1,0.1}];

	fint = Interpolate[points];

	fint'[0.3]

This also works with partial derivatives (if you get the 
DInterpolatingFunction.m package mentioned in the Mathematica Journal 
4(2):31).

Cheers,
	Paul
_________________________________________________________________ 
Paul Abbott
Department of Physics                       Phone: +61-9-380-2734 
The University of Western Australia           Fax: +61-9-380-1014
Nedlands WA  6907                         paul at physics.uwa.edu.au 
AUSTRALIA                           http://www.pd.uwa.edu.au/Paul
_________________________________________________________________

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