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MS Office Forum / Excel / New Users / October 2006

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Derivatives

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Eutrapelia - 03 Oct 2006 03:01 GMT
Does anyone have a relatively precise method for calculating derivatives in
Excel.  There is of course the option of using the (A3-A1)/(B3-B1) to find
and approximation at B2, but does anyone have anything that is a bit more
reliable?

Thanks
Bernard Liengme - 03 Oct 2006 15:55 GMT
You could use LINEST (see my website) to find a polynomial of best fit and
then evaluate the differential of the equation at the point of interest
best wishes
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> Does anyone have a relatively precise method for calculating derivatives
> in
[quoted text clipped - 3 lines]
>
> Thanks
Eutrapelia - 04 Oct 2006 02:43 GMT
Thanks for your help.  Is there any way to get the LINEST function to work
iteratively with a macro.  I am writing an optimization spreadsheet that
finds the minimum of a function over a range using successive parabolic fits
to three data points along the range.  A curve is fitted to the three data
points (x(k-2), x(k-1), and x(k)) and the minimum of the curve is then found.
That minimum then becomes the new x(k) and the process is repeated until a
certain level of convergence is found.  I want to be able to do this with a
single macro command.

I would be grateful for any suggestions.

> You could use LINEST (see my website) to find a polynomial of best fit and
> then evaluate the differential of the equation at the point of interest
[quoted text clipped - 6 lines]
> >
> > Thanks

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