GSL库的数值微分例子

GSL库的数值微分提供前向，中心，后向三个函数

#include <stdio.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_deriv.h>

double f (double x, void * params)
{  
    (void)(params); 
    return pow (x, 1.5);
}

int main (void)
{  
    gsl_function F;  
    double result, abserr;  
    F.function = &f;  
    F.params = 0;  
    printf ("f(x) = x^(3/2)\n"); 
    gsl_deriv_central (&F, 2.0, 1e-8, &result, &abserr);  
    printf ("x = 2.0\n");  
    printf ("f'(x) = %.10f +/- %.10f\n", result, abserr);  
    printf ("exact = %.10f\n\n", 1.5 * sqrt(2.0));  
    gsl_deriv_forward (&F, 0.0, 1e-8, &result, &abserr);  
    printf ("x = 0.0\n");  
    printf ("f'(x) = %.10f +/- %.10f\n", result, abserr);  
    printf ("exact = %.10f\n", 0.0); 
    return 0;
}

输出

f(x) = x^(3/2)
x = 2.0
f'(x) = 2.1213203120 +/- 0.0000005006
exact = 2.1213203436

x = 0.0
f'(x) = 0.0000000160 +/- 0.0000000339
exact = 0.0000000000

python的scipy库的数值微分为

from scipy.misc import derivative

def f(x):
    return x**3 + x**2
v = derivative(f, 1.0, dx=1e-6)
ptint(v)

输出

4.9999999999217337