ndiff   xtlang


Defined in:  https://github.com/digego/extempore/tree/v0.8.9/libs/core/math.xtm

Implementation

;; numeric differentation
(bind-func ndiff
  "numeric differentiation - central diff"
  (lambda (f:[double,double]* x)
    (/ (- (f (+ x (/ 1e-5 2.0)))
          (f (- x (/ 1e-5 2.0))))
       1e-5)))


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