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Module differentiate

Module differentiate 

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Numerical differentiation (finite differences). Numerical Differentiation — deterministic finite-difference routines.

§Determinism Contract

All routines produce bit-identical results for the same inputs. No floating-point reductions are performed (each derivative estimate is a single arithmetic expression), so no accumulator is needed.

§Functions

  • [diff_central] — central difference derivative estimates at interior points
  • [diff_forward] — forward difference derivative estimates
  • [gradient_1d] — numerical gradient of uniformly-spaced data

Functions§

diff_central
Central difference approximation of the derivative.
diff_forward
Forward difference approximation of the derivative.
gradient_1d
Numerical gradient of uniformly-spaced 1D data.