[Numpy-discussion] any interest in including asecond-ordergradient?

[Rob Clewley]

> 2008/10/29 Fernando Perez <fperez.net at gmail.com>:
>> I think it's fine to ask for functions that compute higher order
>> derivatives of n-d arrays: we already have diff(), which operates on a
>> single direction, and a hessian could make sense (with the caveats
>> David points out).   But with higher order derivatives there are many
>> more combinations to worry about, and I really think it's a bad idea
>> to lump those issues into the definition of gradient, which was a
>> perfectly unambiguous object up until this point.

I'm basically in favour of Fernando's suggestion to keep gradient
simple and add a hessian function. Higher numerical derivatives from
data aren't very reliable anyway. You're much better off interpolating
with a polynomial and then differentiating that.

> Maybe we should focus on writing a decent 'deriv' function then.  I
> know Konrad Hinsen's Scientific had a derivatives package
> (Scientific.Functions.Derivatives) that implemented automatic
> differentiation:

Improving the support for a gradient of array data is an entirely
independent project in my mind - but I like this idea and I replied in
a new thread.

-Rob