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Re: Numerical Differentiation using Fourier Transform


Thanks to everyone for all of their help on this - I actually managed
to solve the problem myself before Philippe posted his solution and so
i understand it quite well now.  However - having Philippe's solution
will be a great help to me in seeing how other people do things in
Mathematica - so thanks :)

For the record a very useful reference on discrete fourier transforms
can be found in Numerical Recipies (also available in full online) -
though i have to admit that I had difficulty finding anything to do
with their use in numerical differentiation.  Many texts said
something on the lines of 'DFT's are commonly used for numerical
differentiation' - and then failed to mention anything about this. 
Does anyone have a good reference to a text that explains this
application well?

Thanks again - Mike


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