FiniteDifferences.jl estimates derivatives with finite differences. See also the Python package FDM. FiniteDiff.jl and FiniteDifferences.jl are similar libraries: both calculate approximate derivatives numerically. You should definitely use one or the other, rather than the legacy Calculus.jl finite differencing, or reimplementing it yourself. At some point in the future, they might merge, or one might depend on the other.

Features

  • FiniteDifferences.jl supports basically any type, whereas FiniteDiff.jl supports only array-ish types
  • FiniteDifferences.jl supports higher order approximation and step size adaptation
  • FiniteDiff.jl supports caching and in-place computation
  • FiniteDiff.jl supports coloring vectors for efficient calculation of sparse Jacobians
  • Finite difference methods are optimized to minimise allocations
  • Multivariate Derivatives

Project Samples

FiniteDifferences.jl Screenshot 1

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Categories

Data Visualization

License

MIT License

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Additional Project Details

Programming Language

Julia

Related Categories

Julia Data Visualization Software

Registered

2023-11-15
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