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numerical derivatives of one-variable functions

Installation and Usage

Installation via npm:

npm install deriv

Requiring the function takes one line:

var deriv = require("deriv");

Evaluating a derivative also:

x_prime = deriv(function(x){return x*x}, 3, 0.1);


{ res: 5.999999999999166, err: 0.15000000000437436 }

deriv(fun, x, h, [type])

The first parameter is the function for which the derivative should be evaluated. The function should have only one parameter, expecting a numeric value. The second parameter x is the value at which the derivative should be calculated, whereas h is an appropriately chosen step size. type is an optional string parameter, which can take either the value forward or central. Specifically, this module implements the algorithms used in the numerical differentiation functions of the GSL library and described in the book "S.D. Conte and Carl de Boor, Elementary Numerical Analysis: An Algorithmic Approach, McGraw-Hill, 1972".