Kirby Urner wrote:
[snip]
def derivative(f):
"""
Factory function: accepts a function, returns a closure
"""
def df(x, h=1e-8):
return (f(x + h) - f(x))/h
return df
Sorry for being picky, but while your derivative factory
function follows the mathematical definition, it is not the
"best" way to do it numerically. The preferred way is:
def derivative(f):
"""
Factory function: accepts a function, returns a closure
"""
def df(x, h=1e-8):
return (f(x + h/2) - f(x - h/2))/h
return df
This is best seen by doing a graph (say a parabola) and drawing
the derivative with a large "h" using both methods near a local
minimum.
André
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