1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128
  
     | 
    
      <!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd">
<html>
<!-- Copyright (C) 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2013 The GSL Team.
Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.3 or
any later version published by the Free Software Foundation; with no
Invariant Sections and no cover texts.  A copy of the license is
included in the section entitled "GNU Free Documentation License". -->
<!-- Created by GNU Texinfo 5.1, http://www.gnu.org/software/texinfo/ -->
<head>
<title>GNU Scientific Library – Reference Manual: Numerical Differentiation functions</title>
<meta name="description" content="GNU Scientific Library – Reference Manual: Numerical Differentiation functions">
<meta name="keywords" content="GNU Scientific Library – Reference Manual: Numerical Differentiation functions">
<meta name="resource-type" content="document">
<meta name="distribution" content="global">
<meta name="Generator" content="makeinfo">
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<link href="index.html#Top" rel="start" title="Top">
<link href="Function-Index.html#Function-Index" rel="index" title="Function Index">
<link href="Numerical-Differentiation.html#Numerical-Differentiation" rel="up" title="Numerical Differentiation">
<link href="Numerical-Differentiation-Examples.html#Numerical-Differentiation-Examples" rel="next" title="Numerical Differentiation Examples">
<link href="Numerical-Differentiation.html#Numerical-Differentiation" rel="previous" title="Numerical Differentiation">
<style type="text/css">
<!--
a.summary-letter {text-decoration: none}
blockquote.smallquotation {font-size: smaller}
div.display {margin-left: 3.2em}
div.example {margin-left: 3.2em}
div.indentedblock {margin-left: 3.2em}
div.lisp {margin-left: 3.2em}
div.smalldisplay {margin-left: 3.2em}
div.smallexample {margin-left: 3.2em}
div.smallindentedblock {margin-left: 3.2em; font-size: smaller}
div.smalllisp {margin-left: 3.2em}
kbd {font-style:oblique}
pre.display {font-family: inherit}
pre.format {font-family: inherit}
pre.menu-comment {font-family: serif}
pre.menu-preformatted {font-family: serif}
pre.smalldisplay {font-family: inherit; font-size: smaller}
pre.smallexample {font-size: smaller}
pre.smallformat {font-family: inherit; font-size: smaller}
pre.smalllisp {font-size: smaller}
span.nocodebreak {white-space:nowrap}
span.nolinebreak {white-space:nowrap}
span.roman {font-family:serif; font-weight:normal}
span.sansserif {font-family:sans-serif; font-weight:normal}
ul.no-bullet {list-style: none}
-->
</style>
</head>
<body lang="en" bgcolor="#FFFFFF" text="#000000" link="#0000FF" vlink="#800080" alink="#FF0000">
<a name="Numerical-Differentiation-functions"></a>
<div class="header">
<p>
Next: <a href="Numerical-Differentiation-Examples.html#Numerical-Differentiation-Examples" accesskey="n" rel="next">Numerical Differentiation Examples</a>, Up: <a href="Numerical-Differentiation.html#Numerical-Differentiation" accesskey="u" rel="up">Numerical Differentiation</a>   [<a href="Function-Index.html#Function-Index" title="Index" rel="index">Index</a>]</p>
</div>
<hr>
<a name="Functions"></a>
<h3 class="section">28.1 Functions</h3>
<dl>
<dt><a name="index-gsl_005fderiv_005fcentral"></a>Function: <em>int</em> <strong>gsl_deriv_central</strong> <em>(const gsl_function * <var>f</var>, double <var>x</var>, double <var>h</var>, double * <var>result</var>, double * <var>abserr</var>)</em></dt>
<dd><p>This function computes the numerical derivative of the function <var>f</var>
at the point <var>x</var> using an adaptive central difference algorithm with
a step-size of <var>h</var>.   The derivative is returned in <var>result</var> and an
estimate of its absolute error is returned in <var>abserr</var>.
</p>
<p>The initial value of <var>h</var> is used to estimate an optimal step-size,
based on the scaling of the truncation error and round-off error in the
derivative calculation.  The derivative is computed using a 5-point rule
for equally spaced abscissae at <em>x-h</em>, <em>x-h/2</em>, <em>x</em>,
<em>x+h/2</em>, <em>x+h</em>, with an error estimate taken from the difference
between the 5-point rule and the corresponding 3-point rule <em>x-h</em>,
<em>x</em>, <em>x+h</em>.  Note that the value of the function at <em>x</em>
does not contribute to the derivative calculation, so only 4-points are
actually used.
</p></dd></dl>
<dl>
<dt><a name="index-gsl_005fderiv_005fforward"></a>Function: <em>int</em> <strong>gsl_deriv_forward</strong> <em>(const gsl_function * <var>f</var>, double <var>x</var>, double <var>h</var>, double * <var>result</var>, double * <var>abserr</var>)</em></dt>
<dd><p>This function computes the numerical derivative of the function <var>f</var>
at the point <var>x</var> using an adaptive forward difference algorithm with
a step-size of <var>h</var>. The function is evaluated only at points greater
than <var>x</var>, and never at <var>x</var> itself.  The derivative is returned in
<var>result</var> and an estimate of its absolute error is returned in
<var>abserr</var>.  This function should be used if <em>f(x)</em> has a
discontinuity at <var>x</var>, or is undefined for values less than <var>x</var>.
</p>
<p>The initial value of <var>h</var> is used to estimate an optimal step-size,
based on the scaling of the truncation error and round-off error in the
derivative calculation.  The derivative at <em>x</em> is computed using an
“open” 4-point rule for equally spaced abscissae at <em>x+h/4</em>,
<em>x+h/2</em>, <em>x+3h/4</em>, <em>x+h</em>, with an error estimate taken
from the difference between the 4-point rule and the corresponding
2-point rule <em>x+h/2</em>, <em>x+h</em>. 
</p></dd></dl>
<dl>
<dt><a name="index-gsl_005fderiv_005fbackward"></a>Function: <em>int</em> <strong>gsl_deriv_backward</strong> <em>(const gsl_function * <var>f</var>, double <var>x</var>, double <var>h</var>, double * <var>result</var>, double * <var>abserr</var>)</em></dt>
<dd><p>This function computes the numerical derivative of the function <var>f</var>
at the point <var>x</var> using an adaptive backward difference algorithm
with a step-size of <var>h</var>. The function is evaluated only at points
less than <var>x</var>, and never at <var>x</var> itself.  The derivative is
returned in <var>result</var> and an estimate of its absolute error is
returned in <var>abserr</var>.  This function should be used if <em>f(x)</em>
has a discontinuity at <var>x</var>, or is undefined for values greater than
<var>x</var>.
</p>
<p>This function is equivalent to calling <code>gsl_deriv_forward</code> with a
negative step-size.
</p></dd></dl>
<hr>
<div class="header">
<p>
Next: <a href="Numerical-Differentiation-Examples.html#Numerical-Differentiation-Examples" accesskey="n" rel="next">Numerical Differentiation Examples</a>, Up: <a href="Numerical-Differentiation.html#Numerical-Differentiation" accesskey="u" rel="up">Numerical Differentiation</a>   [<a href="Function-Index.html#Function-Index" title="Index" rel="index">Index</a>]</p>
</div>
</body>
</html>
 
     |