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https://github.com/ararslan/fdm.rkt

Derivatives by finite differences in Racket
https://github.com/ararslan/fdm.rkt

derivatives finite-difference-method racket

Last synced: about 2 months ago
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Derivatives by finite differences in Racket

Host: GitHub
URL: https://github.com/ararslan/fdm.rkt
Owner: ararslan
License: bsd-2-clause
Created: 2019-11-15T06:24:21.000Z (about 5 years ago)
Default Branch: master
Last Pushed: 2020-03-21T18:26:42.000Z (almost 5 years ago)
Last Synced: 2024-10-30T18:47:59.201Z (3 months ago)
Topics: derivatives, finite-difference-method, racket
Language: Racket
Size: 6.84 KB
Stars: 0
Watchers: 3
Forks: 0
Open Issues: 0
Metadata Files:
- Readme: README.md
- License: LICENSE.txt

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README

        # fdm.rkt

[![Travis](https://travis-ci.org/ararslan/fdm.rkt.svg?branch=master)](https://travis-ci.org/ararslan/fdm.rkt)

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[Finite difference](https://en.wikipedia.org/wiki/Finite_difference) methods for

estimating derivatives in Racket.

The API is loosely based on that of [fdm](https://github.com/wesselb/fdm) and

[FiniteDifferences.jl](https://github.com/invenia/FiniteDifferences.jl) (née FDM.jl).

This package provides a small subset of the functionality provided by those.

## API

```racket

(forward-grid p)

(backward-grid p)

(central-grid p)

```

These functions define the grids for a forward, backward, or central finite difference

method of order `p`.

```racket

(dfdx g p q f x

      #:adapt

      #:condition

      #:eps

      #:bound)

```

Compute the `q`th derivative of the univariate, real-valued function `f` at `x` using a

finite difference method of order `p` with a grid defined by `g`.

`g` should be one of the aforementioned functions.

The keyword arguments are:

* `adapt`: The number of adaptive steps to use to improve the estimate of `bound`.

  Defaults to 1. Set to 0 to disable adaptive bound computation.

* `condition`: The [condition number](https://en.wikipedia.org/wiki/Condition_number)

  used when computing bounds. Defaults to 100.

* `eps`: The assumed roundoff error. Defaults to `epsilon.0`.

* `bound`: Bound on the value of the function `f` and its derivatives at `x`. This

  value is computed and should not generally need to be specified.