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RE: diff(x) question
From: |
Van den Eynde Gert |
Subject: |
RE: diff(x) question |
Date: |
Tue, 19 Jan 1999 10:39:51 +0100 |
> Diff computes forward differences. Not the derivative. If you want to
> approximate the derivative by using forward differences you have to
> divide by the step h with which you make your function discrete.
> In this case h = .1
>
>
> df f(t+h) - f(t)
> -- (t) =~ --------------- + O(h)
> dt h
>
just want to update my previous answer.
I suggest to use a symmetrical formula
(f(t+h) - f(t-h))/(2h)
this gives an error of O(h^2) AND you can use Richardson extrapolation
(extrapolation to the limit). IMHO, this is a good way to compute a
numerical derivative.
Gert Van den Eynde
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