# 7.3. Numeric DifferentiationΒΆ

Computing a derivative numerically, is typically not difficult, but the accuracy of the calculation may be limited by the sampling rate of the data or by the limits of the computer to process very small numbers.

Calculus defines the derivative of with respect to as

For discretely sampled data, this becomes an approximation.

The variable represents the distance with respect to of the samples.

For sampled data values, the MATLAB function `diff`

returns the difference
between consecutive values, `dy_dx = diff(y)/h;`

. Note the size of the
array returned by `diff`

is one element smaller than the array passed to
it.

To take the derivative of a function, first sample the data at intervals of
; and then use `diff`

as with pre-sampled data. The challenge is
to determine an appropriate value for . It should be small enough
to give good granularity. The evaluation of *small enough* depends entirely
on the data being evaluated. However, it should not be so small as to
require excessive computation or to cause excessive rounding errors from the
division by . As rule of thumb, should not be much
smaller than . Some testing of different values of
may be required for some applications.

Try this example code and see how changing the value of `h`

,
affects the accuracy of the numeric derivative.

```
% Derivative example, Compute deivative of cos(x)
% h = 0.1; % sample step size, please experiment with h values
h = pi/40;
x = 0:h:2*pi;
y = cos(x);
dy_dx = diff(y)/h;
x1 = x(1:end-1); % note one less to match dy_dx
actual_dy = -sin(x1);
error = abs(dy_dx - actual_dy);
me = max(error);
ex = x1(error == me);
p1 = plot(x1, actual_dy, 'k', x1, dy_dx, 'r');
title('Derivatives of cos(x)');
xticks(0:pi/2:2*pi);
xticklabels({'0','\pi/2','\pi','3\pi/2','2\pi'});
line([ex ex], [-1 1]);
text(ex+0.1, -0.4, 'Max error location');
legend(p1,{'analytic derivative','numeric derivative', },...
'Location', 'northwest');
disp(['Max error = ',num2str(me)]);
```