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PEIP (version 1.7)
get_l_rough: One-D Roughening
Description
returns a 1D differentiating matrix operating on a series with n points.
Usage
get_l_rough(n, deg)
Arguments
n
number of data points
deg
order of the derivative to approximate
Value
Matrix:discrete differentiation matrix
Details
Used to get first and 2nd order roughening matrices
References
Aster, R.C., C.H. Thurber, and B. Borchers,
Parameter Estimation and Inverse Problems
, Elsevier Academic Press, Amsterdam, 2005.