Differentiating Functions in C++

January 21, 2007

Myself and Das Obersturmfuhrer — henceforth known as J — were considering taking on an expression differentiator (in Lisp) recently, in his investigations J found some nice Python to do this and wondered how one might go about it in C[++]. The result of a few minutes experimentation was the following:

#include <iostream>
using namespace std;

class d
double (*f)(double);
double h;
d(double (*function)(double)) : f(function), h(0.0001) {;}
double operator()(double arg)
return (((*f)(arg+h)-(*f)(arg))/h);

double square(double arg)
return arg*arg;

int main()
cout << “square(5) = “ << square(5) << endl;
cout << “d(&square)(5) = “ << d(&square)(5)<< endl;
return 0;

If some templates were added to the functor d this would allow an open ended solution for differentiating numerical functions (albeit in a pretty crude manner); all the same I was surprised at how elegant the end result looked!

– PostScript —
Jason expounds upon the Lisp implementation:



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  2. Hmmm… that is an insightful point tianshangfei, but I’m not sure if I’m swayed by your argument, exactly how good is this free $5000.00 Gift Card at differentiating mathematicak functions at runtime in C[++]?

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  4. A more informed explanation available here: http://www.cs.princeton.edu/introcs/94diffeq/

  5. I’d like to point out that thid method should be used with care. There’s a sweet spot somewhere for choosing ‘h’. If ‘h’ is too large the discretization error will dominate the error. If ‘h’ is too small the loss of significance will dominate the error.

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