NAME

PDL::GSL::DIFF - PDL interface to numerical differentiation routines in GSL

DESCRIPTION

This is an interface to the numerical differentiation package present in the GNU Scientific Library.

SYNOPSIS

use PDL;
use PDL::GSL::DIFF;

my $x0 = 3.3;

my @res = gsldiff(\&myfunction,$x0);
# same as above:
@res = gsldiff(\&myfunction,$x0,{Method => 'central'});

# use only values greater than $x0 to get the derivative 
@res =  gsldiff(\&myfunction,$x0,{Method => 'forward'});

# use only values smaller than $x0 to get the derivative 
@res = gsldiff(\&myfunction,$x0,{Method => 'backward'});

sub myfunction{
  my ($x) = @_;
  return $x**2;
}

gsldiff

This functions serves as an interface to the three differentiation functions present in GSL: gsl_diff_central, gsl_diff_backward and gsl_diff_forward. To compute the derivative, the central method uses values greater and smaller than the point at which the derivative is to be evaluated, while backward and forward use only values smaller and greater respectively. gsldiff() returns both the derivative and an absolute error estimate. The default method is 'central', others can be specified by passing an option.

Please check the GSL documentation for more information.

Usage:

($d,$abserr) = gsldiff($function_ref,$x,{Method => $method});

Example:

#derivative using default method ('central')
($d,$abserr) = gsldiff(\&myf,3.3);

#same as above with method set explicitly
($d,$abserr) = gsldiff(\&myf,3.3,{Method => 'central'});

#using backward & forward methods
($d,$abserr) = gsldiff(\&myf,3.3,{Method => 'backward'});
($d,$abserr) = gsldiff(\&myf,3.3,{Method => 'forward'});

sub myf{
  my ($x) = @_;
  return exp($x);
}

BUGS

Feedback is welcome. Log bugs in the PDL bug database (the database is always linked from http://pdl.perl.org).

SEE ALSO

PDL

The GSL documentation is online at

http://www.gnu.org/software/gsl/manual/

AUTHOR

This file copyright (C) 2003 Andres Jordan <andresj@physics.rutgers.edu> All rights reserved. There is no warranty. You are allowed to redistribute this software documentation under certain conditions. For details, see the file COPYING in the PDL distribution. If this file is separated from the PDL distribution, the copyright notice should be included in the file.

The GSL differentiation routines were written by David Morrison.