findiff: Finite Differences

In cmna: Computational Methods for Numerical Analysis

Description

Finite differences formulas

Usage

findiff(f, x, h = x * sqrt(.Machine$double.eps))

symdiff(f, x, h = x * .Machine$double.eps^(1/3))

findiff2(f, x, h)

rdiff(f, x, n = 10, h = 1e-04)

Arguments

f	function to differentiate
x	the x-value to differentiate at
h	the step-size for evaluation
n	the maximum number of convergence steps in rdiff

Details

The findiff formula uses the finite differences formula to find the derivative of f at x. The value of h is the step size of the evaluation. The function findiff2 provides the second derivative.

Value

the value of the derivative

Examples

findiff(sin, pi, 1e-3)
symdiff(sin, pi, 1e-3)

cmna documentation built on July 14, 2021, 5:11 p.m.