You have four options
- Finite Differences
- Automatic Derivatives
- Symbolic Differentiation
- Compute derivatives by hand.
Finite differences require no external tools but are prone to numerical error and, if you're in a multivariate situation, can take a while.
Symbolic differentiation is ideal if your problem is simple enough. Symbolic methods are getting quite robust these days. SymPy is an excellent project for this that integrates well with NumPy. Look at the autowrap or lambdify functions or check out Jensen's blogpost about a similar question.
Automatic derivatives are very cool, aren't prone to numeric errors, but do require some additional libraries (google for this, there are a few good options). This is the most robust but also the most sophisticated/difficult to set up choice. If you're fine restricting yourself to numpy syntax then Theano might be a good choice.
Here is an example using SymPy
In [1]: from sympy import *
In [2]: import numpy as np
In [3]: x = Symbol('x')
In [4]: y = x**2 + 1
In [5]: yprime = y.diff(x)
In [6]: yprime
Out[6]: 2⋅x
In [7]: f = lambdify(x, yprime, 'numpy')
In [8]: f(np.ones(5))
Out[8]: [ 2. 2. 2. 2. 2.]
Answer from MRocklin on Stack OverflowYou have four options
- Finite Differences
- Automatic Derivatives
- Symbolic Differentiation
- Compute derivatives by hand.
Finite differences require no external tools but are prone to numerical error and, if you're in a multivariate situation, can take a while.
Symbolic differentiation is ideal if your problem is simple enough. Symbolic methods are getting quite robust these days. SymPy is an excellent project for this that integrates well with NumPy. Look at the autowrap or lambdify functions or check out Jensen's blogpost about a similar question.
Automatic derivatives are very cool, aren't prone to numeric errors, but do require some additional libraries (google for this, there are a few good options). This is the most robust but also the most sophisticated/difficult to set up choice. If you're fine restricting yourself to numpy syntax then Theano might be a good choice.
Here is an example using SymPy
In [1]: from sympy import *
In [2]: import numpy as np
In [3]: x = Symbol('x')
In [4]: y = x**2 + 1
In [5]: yprime = y.diff(x)
In [6]: yprime
Out[6]: 2⋅x
In [7]: f = lambdify(x, yprime, 'numpy')
In [8]: f(np.ones(5))
Out[8]: [ 2. 2. 2. 2. 2.]
The most straight-forward way I can think of is using numpy's gradient function:
x = numpy.linspace(0,10,1000)
dx = x[1]-x[0]
y = x**2 + 1
dydx = numpy.gradient(y, dx)
This way, dydx will be computed using central differences and will have the same length as y, unlike numpy.diff, which uses forward differences and will return (n-1) size vector.
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Im currently a student and I'm trying to use python to make a program to calculate basic derivatives, but i've hit a bit of a wall and am looking for any ideas to help me out. The only thing i have to work off of is the basic equation (F(x-h)-F(x))/h. I can't get python to let me leave x or as a variable until after its done the operation. Is there anyway i can have x and h inputed after this has been done?