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Return weights for an Np-point central derivative.
Assumes equally-spaced function points.
If weights are in the vector w, then
derivative is w[0] * f(x-ho*dx) + ... + w[-1] * f(x+h0*dx)
Parameters
----------
Np : int
Number of points for the central derivative.
ndiv : int, optional
Number of divisions. Default is 1.
Returns
-------
w : ndarray
Weights for an Np-point central derivative. Its size is `Np`.
Notes
-----
Can be inaccurate for a large number of points.
Examples
--------
We can calculate a derivative value of a function.
>>> from scipy.misc import central_diff_weights
>>> def f(x):
... return 2 * x**2 + 3
>>> x = 3.0 # derivative point
>>> h = 0.1 # differential step
>>> Np = 3 # point number for central derivative
>>> weights = central_diff_weights(Np) # weights for first derivative
>>> vals = [f(x + (i - Np/2) * h) for i in range(Np)]
>>> sum(w * v for (w, v) in zip(weights, vals))/h
11.79999999999998
This value is close to the analytical solution:
f'(x) = 4x, so f'(3) = 12
References
----------
.. [1] https://en.wikipedia.org/wiki/Finite_difference
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