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Functional differentiation

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(explanation of Functional differentiation)

Revision as of 12:31, 20 June 2007

1 Introduction

Functional differentiation means computing or approximating the deriviative of a function. There are several ways to do this:

  • Approximate the derivative f'(x) by \frac{f(x+h)-f(x)}{h} where h is close to zero. (or at best the square root of the machine precision \varepsilon.
  • Compute the derivative of f symbolically. This approach is particularly interesting for Haskell.

2 Blog Posts

There have been several blog posts on this recently. I think we should gather the information together and make a nice wiki article on it here. For now, here are links to articles on the topic.