Derivative transformation¶
Description¶
Calculates the derivative of the multidimensional function versus parameter. Uses finite differences method of 4-th order.
Arguments¶
x
— parameter instance.reldelta
— finite difference step .
Inputs¶
derivative.y
— array of size .
Outputs¶
derivative.dy
— array of size .
Implementation¶
The second order finite difference reads as follows:
The fourth order reads as follows:
for more information see https://en.wikipedia.org/wiki/Finite_difference_coefficient.