Re: Numerical Differentiation and Integration of Array Data

[c.]

On 3 Dec 2011, at 11:51, syberraith wrote:

> Those replies helped.
> 
> Here is my version of the the central difference algorithm along with a sum
> statement for integrating.  
> 
> n = 100000; # Number of data points
> p = 0.005;   # Time period
> a = 5;    # Just a variable parameter
> h = p ./ n;  # dt
> g = h ./ 2;  # dt/2 for my version of central diff
> 
> t = linspace(0, p , n);
> 
> f = ( (a .+ sin(1256 .* (t .+ g))) .- (a .+ sin(1256 .* (t .- g))) ) ./ h;
> 
> s = sum(h .* (f(1:end-1) .+ f(2:end)) ./ 2)


I think h should be defined as p/(n-1) rather than p/n as it's the distance 
between two samples:

t(2) - t(1)
ans =  5.0001e-08
>> p/(n-1)
ans =  5.0001e-08
>> p/(n)
ans =  5.0000e-08


also, you don't need to use '.+' and '.-' they are just synonyms for '+' and '-'

c.