Function diff3
Calculate the derivative of a function using a three-point formula, a.k.a. a central difference formula.
real diff3(Func)
(
scope Func f,
real x,
real scale = 1.00000
);
The function is evaluated twice, at points just below and
just above x.
Parameters
| Name | Description |
|---|---|
| f | The function to differentiate. |
| x | The point at which to take the derivative. |
| scale | A characteristic scale for f. |
Returns
An approximation to the derivative of f at the point
x. The relative error in the result is at best
on the order of (real, roughly three
orders of magnitude more accurate than diff2().