Does anyone here use differentiation or integration in programming. If so what for and how do you do this in a programming language such as C or VB.
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Does anyone here use differentiation or integration in programming. If so what for and how do you do this in a programming language such as C or VB.
Check the "Numerical Recipes" web site in http://www.nr.com They have their subroutines in Fortran and C.
The entire book is available on-line and numerical differentiation and integration was covered in depth in the first chapters. The entire book is a gem and is worth downloading.