Documentation

# differentiate

Differentiate `cfit` or `sfit` object

## Syntax

```fx = differentiate(FO, X) [fx, fxx] = differentiate(...) [fx, fy] = differentiate(FO, X, Y) [fx, fy] = differentiate(FO, [x, y]) [fx, fy, fxx, fxy, fyy] = differentiate(FO, ...) ```

## Description

For Curves

`fx = differentiate(FO, X)` differentiates the `cfit` object `FO` at the points specified by the vector `X` and returns the result in `fx`.

`[fx, fxx] = differentiate(...)` also returns the second derivative in `fxx`.

All return arguments are the same size and shape as `X`.

For Surfaces

`[fx, fy] = differentiate(FO, X, Y)` differentiates the surface `FO` at the points specified by `X` and `Y` and returns the result in `fx` and `fy`.

`FO` is a surface fit (`sfit`) object generated by the `fit` function.

`X` and `Y` must be double-precision arrays and the same size and shape as each other.

All return arguments are the same size and shape as `X` and `Y`.

If `FO` represents the surface $z=f\left(x,y\right)$, then `FX` contains the derivatives with respect to x, that is, $\frac{df}{dx}$, and `FY` contains the derivatives with respect to y, that is, $\frac{df}{dy}$.

`[fx, fy] = differentiate(FO, [x, y])`, where `X` and `Y` are column vectors, allows you to specify the evaluation points as a single argument.

`[fx, fy, fxx, fxy, fyy] = differentiate(FO, ...)` computes the first and second derivatives of the surface fit object `FO`.

`fxx` contains the second derivatives with respect to `x`, that is, $\frac{{\partial }^{2}f}{\partial {x}^{2}}$.

`fxy` contains the mixed second derivatives, that is, $\frac{{\partial }^{2}f}{\partial x\partial y}$.

`fyy` contains the second derivatives with respect to `y`, that is, $\frac{{\partial }^{2}f}{\partial {y}^{2}}$.

## Examples

For Curves

Create a baseline sinusoidal signal:

```xdata = (0:.1:2*pi)'; y0 = sin(xdata);```

Add response-dependent Gaussian noise to the signal:

```noise = 2*y0.*randn(size(y0)); ydata = y0 + noise;```

Fit the noisy data with a custom sinusoidal model:

```f = fittype('a*sin(b*x)'); fit1 = fit(xdata,ydata,f,'StartPoint',[1 1]);```

Find the derivatives of the fit at the predictors:

`[d1,d2] = differentiate(fit1,xdata);`

Plot the data, the fit, and the derivatives:

```subplot(3,1,1) plot(fit1,xdata,ydata) % cfit plot method subplot(3,1,2) plot(xdata,d1,'m') % double plot method grid on legend('1st derivative') subplot(3,1,3) plot(xdata,d2,'c') % double plot method grid on legend('2nd derivative') ``` You can also compute and plot derivatives directly with the `cfit` `plot` method, as follows:

`plot(fit1,xdata,ydata,{'fit','deriv1','deriv2'})`

The `plot` method, however, does not return data on the derivatives, unlike the `differentiate` method.

For Surfaces

You can use the `differentiate` method to compute the gradients of a fit and then use the `quiver` function to plot these gradients as arrows. The following example plots the gradients over the top of a contour plot.

```x = [0.64;0.95;0.21;0.71;0.24;0.12;0.61;0.45;0.46;... 0.66;0.77;0.35;0.66]; y = [0.42;0.84;0.83;0.26;0.61;0.58;0.54;0.87;0.26;... 0.32;0.12;0.94;0.65]; z = [0.49;0.051;0.27;0.59;0.35;0.41;0.3;0.084;0.6;... 0.58;0.37;0.19;0.19]; fo = fit( [x, y], z, 'poly32', 'normalize', 'on' ); [xx, yy] = meshgrid( 0:0.04:1, 0:0.05:1 ); [fx, fy] = differentiate( fo, xx, yy ); plot( fo, 'Style', 'Contour' ); hold on h = quiver( xx, yy, fx, fy, 'r', 'LineWidth', 2 ); hold off colormap( copper ) ``` If you want to use derivatives in an optimization, you can, for example, implement an objective function for `fmincon` as follows.

```function [z, g, H] = objectiveWithHessian( xy ) % The input xy represents a single evaluation point z = f( xy ); if nargout > 1 [fx, fy, fxx, fxy, fyy] = differentiate( f, xy ); g = [fx, fy]; H = [fxx, fxy; fxy, fyy]; end end```

## Tips

For library models with closed forms, the toolbox calculates derivatives analytically. For all other models, the toolbox calculates the first derivative using the centered difference quotient

`$\frac{df}{dx}=\frac{f\left(x+\Delta x\right)-f\left(x-\Delta x\right)}{2\Delta x}$`

where x is the value at which the toolbox calculates the derivative, $\Delta x$ is a small number (on the order of the cube root of `eps`), $f\left(x+\Delta x\right)$ is `fun` evaluated at $x+\Delta x$, and $f\left(x-x\Delta \right)$ is `fun` evaluated at $x-\Delta x$.

The toolbox calculates the second derivative using the expression

`$\frac{{d}^{2}f}{d{x}^{2}}=\frac{f\left(x+\Delta x\right)+f\left(x-\Delta x\right)-2f\left(x\right)}{{\left(\Delta x\right)}^{2}}$`

The toolbox calculates the mixed derivative for surfaces using the expression

`$\frac{{\partial }^{2}f}{\partial x\partial y}\left(x,y\right)=\frac{f\left(x+\Delta x,y+\Delta y\right)-f\left(x-\Delta x,y+\Delta y\right)-f\left(x+\Delta x,y-\Delta y\right)+f\left(x-\Delta x,y-\Delta y\right)}{4\Delta x\Delta y}$`