nderiv_fornberg( k, xPts, u)

版本 1.0.0.0 (1.0 KB) 作者: Jess
Computes a derivative of arbitrary order on a vector u on an uneven grid.
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更新时间 2015/4/6

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This routine computes the k^th derivative of a vector (u) defined on a set of points (xPts) using Fornberg's algorithm.
Inputs:
k, the order of the derivative you wish to compute.
xPts, the set of points on which u is evaluated.
u, the array of values u(x) which are evaluated on xPts (u(i) := u(xPts(i))).

Requires/Assumes:
* xPts should be sorted in ascending order
* k < length(xPts)

Note that this submission requires the fdcoeffF.m function which is available here:

http://faculty.washington.edu/rjl/fdmbook/matlab/fdcoeffF.m

This routine, in turn, is based on the program "weights" in

B. Fornberg, "Calculation of weights in finite difference formulas", SIAM Review 40 (1998), pp. 685-691.

引用格式

Jess (2024). nderiv_fornberg( k, xPts, u) (https://www.mathworks.com/matlabcentral/fileexchange/50415-nderiv_fornberg-k-xpts-u), MATLAB Central File Exchange. 检索来源 .

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版本 已发布 发行说明
1.0.0.0