This helper implements a finite-difference scheme based on the
Fornberg formula for interior points when the spacing between
coordinates is non-uniform. End points use first-order forward/backward
differences.
Usage
compute_gradient(values, coords = NULL)
Arguments
- values
Numeric vector of function values.
- coords
Numeric vector of the corresponding coordinate values.
Must be the same length as values.
Value
A numeric vector of the same length as values containing the
estimated first derivative at each point.
Examples
# The derivative of x^2 is 2x, which the interior points recover exactly
compute_gradient(c(0, 1, 4, 9, 16))
#> [1] 1 2 4 6 7
# The spacing between coordinates need not be even
compute_gradient(c(0, 1, 4, 9), coords = c(0, 1, 3, 6))
#> [1] 1.000000 1.166667 1.566667 1.666667
