central_diff2(y,del​tat,d,a)

Finite difference approximation of any order derivative, any accuracy
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Updated 20 Nov 2014

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central_diff2(y,deltat,d,a) returns the dth numeric derivative of y to specified accuracy order deltat^a for evenly sampled data (deltat is constant).
Example:
The third derivative of a time series f sampled at 0.01 second increments to accuracy order deltat^4:
third_derivative_of_f=central_diff2(f,0.01,3,4);
Interior points are calculated using the central difference method. First and last points are calculated using forward and backward difference methods. Intermediate point coefficients are calculated using a Vandermode system. The specified accuracy is maintained for all points.

Source for intermediate point algorithm: http://www.siam.org/books/ot98/sample/OT98Chapter1.pdf

Cite As

Benjamin Strom (2024). central_diff2(y,deltat,d,a) (https://www.mathworks.com/matlabcentral/fileexchange/48520-central_diff2-y-deltat-d-a), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2014b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Acknowledgements

Inspired by: central_diff.m, N-Point Central Differencing

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Version Published Release Notes
1.1.0.0

description edits

1.0.0.0