Re: Differenciate

[Etienne Grossmann]

  Hello,

From: Santiago =?iso-8859-1?Q?Mart=EDnez?= <address@hidden>
#  Hello everybody,
#
#  Can someone tell me how to do a numerical derivative of a function with
#  octave? Must I implement the algoritm?
#
#  Thanks,
#          Santiago

  You can do symmetric differiation w/ the function 'cdiff' below. For
  example, if 'f' takes an argument 'v'of size 2x3, and returns a 4x5
  matrix 'u'

  c = cdiff ('f');      # Code for the numerical differential 'df'
  eval (c);             # Define 'df'
  du = df (v)           # Differential of f at v. Size is (2*6)x(4*5)

                                        d u(i)
  Here, du(i,j) is an approximation of  ------ 
                                        d v(j)

  Hth,

  Etienne

ps : You can differentiate functions w/ more than one argument wrt any
     one of the arguments; you can choose the discretization step
     etc. See below.

cdiff.m
Description: Binary data