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## RE: diff(x) question

 From: Van den Eynde Gert Subject: RE: diff(x) question 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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```

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