[SciPy-user] Second order differencing, periodic functions

["Johannes Löhnert"]

> scipy.sandbox.fdfpack[*] contains a function
> 
>    periodic_finite_difference(x, h=2*pi/len(x), k=1, m=1)
> 
> that returns k-th derivative of len(x)*h periodic sequence x using
> m-th order finite difference formulae [**]. The error of derivative is
> O(h^(2*(m-1))) within numerical accuracy. This function is faster than 
> fftpack.diff, returns less numerical noise for very long periodic 
> sequences (ffpack.diff is almost unusable for calculating higher order 
> of derivatives of long periodic sequences).

Thank you, I will give this a look.

You added this just yesterday? You don't have any crystall balls at home, do
you? *winks*

Johannes

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