forum.alglib.net

Dear all,

I use the alglib RBF interpolation to interpolate a function at scattered points. The results are good. Although it seems straightforward to find the derivative of the given function, I cannot figure out how to do that. Therefore, my question is if it is possible to do that by the alglib or if it is possible to add it into the alglib, and

best regard
Tsai

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https://t.me/pump_upp

Hi!

Do you need only first derivatives or second ones too?

Hi,

I need the first order derivatives.

Finite

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https://t.me/pump_upp

I studied our RBF module... it is possible to add numerical differentiation, and it seems to be a good idea, but it will require a few days of development. I can't deliver it right now.

Another option, which you can implement yourself right now, is to use 2-point or 4-point numerical differentiation formula and differentiation RBF as "black box". It will result in ~10x slowdown (depending on specific formula used and number of dimensions), but it will be here almost instantly.

What do you think?

Hi,

You can take your time to implement it since I have used another custom RBF interpolation to solve my problem. That RBF interpolation is not general but is enough for my problem.

Alglib is more general, you could find some time to implement it.

Finite

_________________
https://t.me/pump_upp