Mastering SciPy

Differentiation

There are three ways to approach the computation of derivatives:

• Numerical differentiation refers to the process of approximation of the derivative of a given function at a point. In SciPy, we have the following procedures, which will be covered in detail:
  • For generic univariate functions, the central difference formula with fixed spacing.
  • It is always possible to perform numerical differentiation via Cauchy's theorem, which transforms the derivative into a definite integral. This integral is then treated with the techniques of numerical integration explained in the upcoming section.
• Symbolic differentiation refers to computation of functional expressions of derivatives of functions, pretty much in the same way that we would do manually. ...