central_diff.m

Calculates numeric gradient using second-order difference formula for unevenly spaced data

The central_diff function calculates a numeric gradient using second-order accurate difference formula for evenly or unevenly spaced coordinate data. It operates in a similar fashion to the MATLAB function, gradient, except that it permits only one independent variable, x, and correctly handles unevenly spaced values of the x-coordinate data. Accuracy is increased at the ends relative to the MATLAB gradient function, which uses only first-order forward or backward differences at the ends, by instead using second-order forward difference at the left end and second-order backward difference at the right end.