This function returns the numerical derivative of an analytic function. Of special note, is the incorporation of the "complex step-derivative" approach which offers greatly improved derivative accuracy compared to forward and central difference approximations. This is especially germain when accuracy at the level of machine precision is a concern.

SYNTAX: dfdx=deriv(f,x,h,method)

INPUTS: f - A function a handle (eg f=@(x) sin(x))
x - Interval over which f(x) is defined
h - Derivative step-size
method - Numerical methods used to compute derivative
'forward2' - Two point forward difference
'forward3' - Three point forward difference
'central2' - Two point central difference
'central4' - Four point central difference
'complex' - Complex step-derivative approximation
OUTPUTS: dfdx - Numerical estimate of the derivative of f(x)

Requirements:

· MATLAB Release: R14SP3