module Gsl_deriv:sig
..end
Numerical Differentiation
val central : f:(float -> float) -> x:float -> h:float -> Gsl_fun.result
central f x h
computes the numerical derivative of the function
f
at the point x
using an adaptive central difference
algorithm with a step-size of h
. The function returns a value
r
with the derivative being in r.res
and an estimate of its
absolute error in r.err
.
val forward : f:(float -> float) -> x:float -> h:float -> Gsl_fun.result
forward f x h
computes the numerical derivative of the function
f
at the point x
using an adaptive forward difference
algorithm with a step-size of h
. The function is evaluated only
at points greater than x
, and never at x
itself. The function
returns r
with the derivative in r.res
and an estimate of its
absolute in r.err
. This function should be used if f(x) has a
discontinuity at x
, or is undefined for values less than x
.
val backward : f:(float -> float) -> x:float -> h:float -> Gsl_fun.result
forward f x h
computes the numerical derivative of the function
f
at the point x
using an adaptive backward difference
algorithm with a step-size of h
. The function is evaluated only
at points less than x
, and never at x
itself. The function
returns a value r
with the derivative in r.res
and an estimate
of its absolute error in r.err
. This function should be used if
f(x) has a discontinuity at x
, or is undefined for values greater
than x
.