[SciPy-user] Second order differencing, periodic functions
"Johannes Löhnert"
a.u.r.e.l.i.a.n at gmx.net
Tue Mar 21 08:24:10 CST 2006
> scipy.sandbox.fdfpack[*] contains a function
>
> periodic_finite_difference(x, h=2*pi/len(x), k=1, m=1)
>
> that returns k-th derivative of len(x)*h periodic sequence x using
> m-th order finite difference formulae [**]. The error of derivative is
> O(h^(2*(m-1))) within numerical accuracy. This function is faster than
> fftpack.diff, returns less numerical noise for very long periodic
> sequences (ffpack.diff is almost unusable for calculating higher order
> of derivatives of long periodic sequences).
Thank you, I will give this a look.
You added this just yesterday? You don't have any crystall balls at home, do
you? *winks*
Johannes
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