Re: Numerical Differentiation
- To: mathgroup at smc.vnet.net
- Subject: [mg4275] Re: Numerical Differentiation
- From: sfpse at u.washington.edu (Russell Brunelle)
- Date: Sat, 29 Jun 1996 03:52:43 -0400
- Organization: University of Washington, Seattle
- Sender: owner-wri-mathgroup at wolfram.com
Oops... There was a typo in the function I just posted. Here's a
corrected version of the whole post...
>Subject: Re: Numerical Differentiation
>Organization: University of Washington, Seattle
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. It gets a little more precision over the regular
definition by defining the derivative slightly differently, and it takes
advantage of Mathematica's arbitrary precision. I'd love any suggestions
or critique, as this function is actually a cornerstone of some work I'm
doing. There's more info on numerical differentiation in the book
_Numerical Recipes in C_
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]]
-------------------------------------------------------------------
Russell D. Brunelle | Lab Ph.: (206) 685-4343
University of Washington | Fax: (206) 685-3072
Industrial Engineering | Home Ph.: (206) 526-5328
Box 352650 | E-Mail: sfpse at u.washington.edu
Seattle, WA 98195-2650 |
-------------------------------------------------------------------
==== [MESSAGE SEPARATOR] ====