Created
March 7, 2024 18:47
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Julia's numerical derivative following Numpy gradient
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function numerical_derivative(y, x) | |
""" | |
Compute the derivative of the function y(x) which has been sampled in discrete steps. The implementation here has | |
been adapted from Numpy's gradient function (centered finite differences). Boundaries have just forward differences. | |
It works only for 1D functions, but should be possible to easily extend to other things. | |
""" | |
#Create target vector | |
n = length(x) | |
derivs = Vector{Float64}(undef, n) | |
#Take care of the boundary conditions | |
derivs[1] = (y[2] - y[1]) / (x[2] - x[1]) | |
derivs[end] = (y[end] - y[end-1]) / (x[end] - x[end-1]) | |
#dx for non-equally spaced points | |
xdiff = @views x[2:end] - x[1:end-1] | |
dx1 = xdiff[1:end-1] | |
dx2 = xdiff[2:end] | |
#Constants for left, centered and right steps | |
a = @. -(dx2)/(dx1 * (dx1 + dx2)) | |
b = @. (dx2 - dx1) / (dx1 * dx2) | |
c = @. dx1 / (dx2 * (dx1 + dx2)) | |
#Slices | |
slice1 = 2:n-1 | |
slice2 = 1:n-2 | |
slice3 = 2:n-1 | |
slice4 = 3:n | |
#Finish computation and return values | |
@. derivs[slice1] = @views a*y[slice2] + b*y[slice3] + c*y[slice4] | |
return derivs | |
end |
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