DERIV Function (PV-WAVE Advantage)

Performs numerical differentiation using three-point Lagrangian interpolation.

Usage

result = DERIV([x,] y)

Input Parameters

y—Variable to be differentiated.

x—Differentiates with respect to variable x. This parameter is used for unequal point spacing. If omitted, assumes unit spacing for y, i.e., x(i)=i.

Returned Value

result—Derivative of y.

Discussion

See Hildebrand (1956, p. 82).

Version 2017.0