Re: Numerical Differentiation in C

From: r5 (r5ahhj_at_r5ahhj.bounceme.net)
Date: 09/29/04 

Date: Wed, 29 Sep 2004 09:03:40 GMT

spellucci@fb04373.mathematik.tu-darmstadt.de (Peter Spellucci) wrote:
> a lot of function values are known beforehand _not the situation where
> this kind of finite differencing is normally applied_ (lots of variables,
> function evaluation expensive, maybe result of a "black box" algorithm etc

However, you have to pay the piper either through lots of fine
samples for finite differencing or through uniform sampling for an
FFT. An FFT approach has the added advantage of being more
numerically stable than successive finite differencing at each
derivative order. Yeah, the FFT might be expensive if the user
cares only about the derivative at one point. Finally, FFT's can
most certainly be connected to the outputs of "black boxes" for
the purpose of analyzing or extracting information reported by
the black boxes. Ever heard of SAR imagery?