I'm trying to calculate the derivative of a function in Python like so:
def D5(func,h=1e-5):
""' Return derivative of function func'''
def df(x): return (func(x+h)-func(x))/h
df.__name__ = func.__name__ + '_dx'
return df
However, I run into the problem of limited float precision. This is
evident for this:
import math
print D5(D5(D5(D5(math.sin))))(0.3)
=> -5551.11512313
print math.sin(0.3)
=> 0.295520206661
Is there any way that any of you can think of to avoid this for
general-purpose functions? Thanks.
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