[SciPy-User] Derivative in scipy?

josef.pktd@gmai... josef.pktd@gmai...
Sun Oct 30 13:23:08 CDT 2011


On Sun, Oct 30, 2011 at 1:57 PM, Warren Weckesser
<warren.weckesser@enthought.com> wrote:
>
>
> On Sun, Oct 30, 2011 at 12:55 PM, Warren Weckesser
> <warren.weckesser@enthought.com> wrote:
>>
>>
>> On Sun, Oct 30, 2011 at 11:03 AM, <josef.pktd@gmail.com> wrote:
>>>
>>> 2011/10/30 François Boulogne <boulogne.f@gmail.com>:
>>> >
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>>> >
>>> > Dear all,
>>> >
>>> > I was wondering if a piece of code has been developped for derivative
>>> > calculations, espacially for a sample (array of points) like for
>>> > integration:
>>> > http://docs.scipy.org/doc/scipy/reference/tutorial/integrate.html with
>>> > different methods (right or left first derivatives, second
>>> > derivatives...)
>>> > I didn't succeed in finding this in the documentation. Does it exist?
>>> > If
>>> > not, is it planned by someone?
>>>
>>> There is one helper function in scipy.optimize
>>> (scipy.optimize.optimize), nothing else in scipy.
>>
>>
>> Well, not exactly "nothing else"...
>> (eat's email arrived as I was typing this, so it will echo some of what he
>> said.)
>>
>> Functions that operate on a discrete sample:
>>
>> numpy.diff
>>     This can be used to compute a derivative by dividing by the
>> appropriate
>>     power of dx.
>>
>> numpy.ediff1d
>>     Like numpy.diff, but strictly for 1D arrays.  It also provides the
>> option
>>     for specifying values to append to the ends of the array before
>> computing
>>     the difference.
>>
>> numpy.gradient
>>     Return the gradient of an n-d array.
>>
>> scipy.fftpack.diff
>>     Derivative of a periodic sequence.
>>     See http://www.scipy.org/Cookbook/KdV for an example.
>>
>>
>> Functions that operate on a callable function:
>>
>> scipy.misc.derivative
>>     Find the n-th derivative of a function at point x0.
>>
>> scipy.misc.central_difference_weights
>>     Return weights for an Np-point central derivative
>
>
> Correction:  I put this in the wrong list;  central_difference_weights is
> just a utility function for computing weights (as the name says). It does
> not compute derivatives of a callable function.
>
> Warren
>
>
>>
>> scipy.optimize.approx_fprime
>>     No docstring (sigh), but from the source code (use approx_fprime?? in
>>     ipython), it is pretty easy to figure out what it does.
>>
>>
>> Having said that, I think a module specifically for computing derivatives
>> (with good docs and tests), as being discussed in the ticket #1510
>> (http://projects.scipy.org/scipy/ticket/1510) would be a nice addition.
>>
>>
>> Warren

Ok. I take back the "nothing else" for the original question since in
reading to fast, I misinterpreted the initial question with what I
usually need, derivatives of a function in several arguments.

Josef

>>
>>>
>>> My standard recommendation for finite differences is numdifftools,
>>> it's on pypi. There is a ticket that asks for it's inclusion in scipy,
>>> IIRC.
>>>
>>> There are some packages on automatic differentiation.
>>>
>>> (and we have our own hacked together numdiff in statsmodels, just for
>>> optimization and Hessian calculations.)
>>>
>>> Josef
>>>
>>>
>>> >
>>> > Thanks.
>>> > Cheers,
>>> >
>>> > - --
>>> > François Boulogne.
>>> >
>>> > Membre de l'April - Promouvoir et défendre le logiciel libre
>>> > http://www.april.org
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