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A Haskell implementation of the Lyness-Moler’s numerical differentiation algorithm
Citation
Ho, W. K., & Lim, C. W. (2020). A Haskell implementation of the Lyness-Moler’s numerical differentiation algorithm. In W.-C. Yang, & D. Meade (Eds.), Electronic Proceedings of the 25th Asian Technology Conference in Mathematics (pp. 83-98). Mathematics and Technology, LLC. https://atcm.mathandtech.org/EP2020/index.html
Abstract
This paper describes a computational problem encountered in numerical differentiation. By restricting the problem to a proper subclass of differentiable functions, a numerical solution first proposed by Lyness and Moler is considered and implemented in the functional programming language Haskell. The accuracy of the calculation of the numerical derivative using the Lyness-Moler's method crucially lies in our recursive algorithm
for computing contour integrals.
Date Issued
2020