Numerical Differentiation

Performs single dimensional differentiation numerically.
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Actualizado 3 Feb 2009

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This is a GUI which performs numerical differentiation of a function over a number of equaly spaced points. Also with it is a code that grants the coefficients used for numerical differentiation.

The pictures and example should be more than enough for understanding how to use the file.

Example:

npoints=3;
Order=1;
d=datnum(npoints,Order)
d=
-1.5 2 -0.5 % Forward
-0.5 -0 0.5 % Central
0.5 -2 1.5 % Backward

% The result is a matrix consisting of coefficients that can be
% used to numerically differentiate, like this:

x=1;
f=inline('cos(x)')
h=.1;

s = ( d(1,1)*f(x) + d(1,2)*f(x+h) + d(1,3)*f(x+2*h) )/h^Order
s =
-0.8444

s = ( d(2,1)*f(x-h) + d(2,2)*f(x) + d(2,3)*f(x+h) )/h^Order
s =
-0.84007

s = ( d(3,1)*f(x-2*h) + d(3,2)*f(x-h) + d(3,3)*f(x) )/h^Order
s =
-0.84413

% The true answer is s = -0.84147

The code uses the Symbolic Math Toolbox to obtain the true value (in order to calculate the error). If you don't have the Symbolic Math Toolbox then you won't enjoy this benefit (program still works though).

Citar como

Husam Aldahiyat (2024). Numerical Differentiation (https://www.mathworks.com/matlabcentral/fileexchange/22807-numerical-differentiation), MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2007a
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux
Categorías
Más información sobre Calculus en Help Center y MATLAB Answers.
Agradecimientos

Inspirado por: Adaptive Robust Numerical Differentiation

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Versión Publicado Notas de la versión
1.2.0.0

Edited description

1.1.0.0

Symbolic Math Toolbox is now an optional feature

1.0.0.0