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I need to numerically differentiate a function that takes a list as an argument and that uses NIntegrate in its definition. A simple example is

Needs["NumericalCalculus`"] f[x_] := NIntegrate[Cos[(x[[1]] + x[[2]]) y], {y, 0, 1}]; ND[f[{1, 0} x], x, 1]

which returns the non-numerical value warning. I tried

f[x_?NUmericQ] := NIntegrate[Cos[(x[[1]] + x[[2]]) y], {y, 0, 1}];

but this does not evaluate either. Any ideas?

EDIT IN RESPONSE TO ANSWER

What if f is redefined as

f[x_, u_] := NIntegrate[Cos[(x[[1]] + x[[2]] + u) y], {y, 0, 1}];

where u is a scalar and we wish to evaluate expressions like

ND[f[{1, 0} x, 3], x, 1]

and

ND[f[{1, 1}, u], u, 1]

I tried:

f[x_, u_] /; VectorQ[x, NumericQ] && NumericQ[u] := NIntegrate[Cos[(x[[1]] + x[[2]] + u) y], {y, 0, 1}]
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  • $\begingroup$ Could you check your new examples for correctness? In principle it seems to me that you should be able to define f[x_?(VectorQ[#, NumericQ]&), u?NumericQ] := ... if you want $x$ to be a vector of numerical quantities, and $u$ a numerical scalar. But then if everything is numerical, f will simply return a scalar, so what should ND do with that then? $\endgroup$ Commented Mar 22, 2016 at 6:07
  • $\begingroup$ @MarcoB your suggestion does the job. Cheers... $\endgroup$ Commented Mar 22, 2016 at 9:06

1 Answer 1

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Define it instead as

f[x_] /; VectorQ[x, NumericQ] := NIntegrate[Cos[(x[[1]] + x[[2]]) y], {y, 0, 1}]

so that it only explicitly works on a list of numerical values.

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  • $\begingroup$ I am unfamiliar with this approach. To get a better understanding I have extended my original question to cover the case where the function f takes both a list and a scalar as arguments. What can be done in this case? $\endgroup$ Commented Mar 22, 2016 at 4:20

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