MacFormat 1994 August/August CD.bin/Shareware/Education/numericalmethods Folder/chap_6/difflim.m

Text File | 1994-06-05 | 930 b | 34 lines | [MATF/MATL]

function [H,D,E,n] = difflim(f,x,toler)
% [H,D,E,n] = difflim(f,x,toler)
% Numerical approximation for f'(x).
% The method employed is the limit process.
% f is the function, input.
% x is differentiation point, input.
% H is the vector of step sizes, output.
% D is the vector of approximate derivatives, output.
% E is the vector of error bounds, output.
% n is the coordinate of the "best approximation", output.
h = 1;
max1 = 15;
H(1) = h;
D(1) = (feval(f,x+h) - feval(f,x-h))/(2*h);
E(1) = 0;
R(1) = 0;
for n = 1:2,
  h = h/10;
  H(n+1) = h;
  D(n+1) = (feval(f,x+h) - feval(f,x-h))/(2*h);
  E(n+1) = abs(D(n+1) - D(n));
  R(n+1) = 2*E(n+1)*(abs(D(n+1)) + abs(D(n)) + eps);
end
n = 2;
while ((E(n)>E(n+1)) & (R(n)>toler)) & n<max1
  h = h/10;
  H(n+2) = h;
  D(n+2) = (feval(f,x+h) - feval(f,x-h))/(2*h);
  E(n+2) = abs(D(n+2) - D(n+1));
  R(n+2) = 2*E(n+2)*(abs(D(n+2)) + abs(D(n+1)) + eps);
  n = n+1;
end
n = length(D)-1;