checkder.m

用matlab写的一些数值算法

function  [df,delta] = checkder(fdf,x,h)
% Check implementation of derivative, as provided by
%   [f,df] = fdf(x)
% delta = [F-df  B-df  E-df], where F, B, E are
% forward, backward and extrapolated approximations of df

% Version 11.12.2003.  INCBOX

[f,df] = feval(fdf,x);
xp = x + h;
F = (feval(fdf,xp) - f)/(xp -x);
xm = x - h/2;
B = (f - feval(fdf,xm))/(x - xm);
E = (F + 2*B)/3;
delta = [F B E] - df;