[SciPy-user] Re: Partial Derivatives

[Travis Oliphant]

R. Padraic Springuel wrote:

> I know its been a while since I last brought this up (Vol 19, Issue 
> 1), but after some digging, I've discovered 
> Scientific.Functions.Derivatives (it came with the Enthought Edition 
> of python that I use).  It defines a DerivVar type that works well for 
> taking derivatives of functions, supporting partial derivatives (even 
> cross partials) very well.  I haven't fully tested the limits of its 
> accuracy, but some basic tests show it to be at least as accurate as 
> the top level derivative function in scipy.  Perhaps instead of trying 
> to modify derivative (and central_diff_weights) it'll be easier in 
> future versions of scipy to include this type and raise it to the top 
> level.
>
This is a nice class as it does automatic differentiation.  I like a lot 
of what is in Scientific (though I don't like the naming conventions).  
But, does it handle all cases?  What if the function is not built from 
standard functions?  Does it perform numerical differentiation then?

-Travis