From help-octave-request at bevo dot che dot wisc dot edu  Tue Jan 19 03:40:07 1999
Subject: RE: diff(x) question
From: Van den Eynde Gert <gvdeynde at SCKCEN dot BE>
To: help-octave at bevo dot che dot wisc dot edu
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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