jrwalk / deriv

Python code to calculate numerical derivative of an array on a non-uniform grid

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Code to calculate numerical derivative of an arbitrary array on a non-uniform
grid -- something I've never found a method for in numpy/scipy (though maybe 
it exists).  From what I've seen, the common methods currently are:

(1) numpy.diff -- right-sided single difference of an arbitrary array, on a 
uniform grid
(2) numpy.gradient -- two-sided single difference of an arbitrary array, on a 
uniform grid
(3) scipy.misc.derivative -- two-sided difference of a defined function evaluated 
on an arbitrary grid

This method combines the arbitrary grid of (3) with the arbitrary array input in 
(1) and (2).  Interesting exercise.

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Python code to calculate numerical derivative of an array on a non-uniform grid


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