PEIP (version 2.0-1)

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

integer, 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 for 1-D problems

References

Aster, R.C., C.H. Thurber, and B. Borchers, Parameter Estimation and Inverse Problems, Elsevier Academic Press, Amsterdam, 2005.

Examples

# NOT RUN {
### first order roughening matrix for a 10 by 10 model: a sparse matrix
N = 10
L1 = get_l_rough(10,1);

### second order roughening matrix for a 10 by 10 model
N = 10
L2 = get_l_rough(10,2);

# }