F#: Derivative Function - f#

Question

I'm trying to figure out how to get this function to work. I'm very inept with F#, so explanations are appreciated,
let deriv (f:(float->float), dx: float) =
fun f:(float -> float) * dx:float -> x:float -> float
let (f, dx, x) = ((f(x + dx) - f(x))/dx)
Am I using f:(float->float) wrong?

Answer 1

In stead of trying to fix your problems I will explain it from the ground up.
The symbolic derivative is a function that takes a function and returns a new function. However you are trying to calculate the numeric derivative that returns a value given a function, a value, and a delta.
First we will give the function a name: deriv
and it needs three parameters:
1. A function that takes in a float and returns a float: (f : float -> float)
2. A value of where the derivative is to be evaluated: (x0 : float)
3. A delta: (dx : float)
You had two of the three parameters in your example, but were missing x0.
It should also return a float.
So the signature is
deriv (f : (float -> float)) (x0 : float) (dx : float) : float
Now to calculate the numeric derivative.
I won't explain this, but just reference derivative
For this example we'll use a simple function that has derivative, x^2.
Here is the code in F#
// val deriv : f:(float -> float) -> x0:float -> dx:float -> float
let deriv (f : (float -> float)) (x0 : float) (dx : float) : float =
let (x1 : float) = x0 - dx
let (x2 : float) = x0 + dx
let (y1 : float) = f x1
let (y2 : float) = f x2
let (result : float) = (y2 - y1) / (x2 - x1)
result
// val f : x:float -> float
let f x = x**2.0
and a quick test show it works correctly.
// val it : float = 2.0
deriv f 1.0 0.000005
For a more thorough test of a range of values.
Using Visual Studio and NuGet install FSharp.Charting
In F# Interactive
#I "..\packages"
#load "FSharp.Charting.0.90.13\FSharp.Charting.fsx"
open FSharp.Charting
let xs1 = [ for x in (double)(-3.10) .. 0.05 .. 3.10 do yield x]
let ys1 = xs1 |> List.map f
let values1 = List.zip xs1 ys1
Chart.Line(values1)
.WithXAxis(Min=(-4.0), Max=4.0, MajorTickMark = ChartTypes.TickMark(Interval=2.0, IntervalOffset = 1.0, LineWidth = 2))
.WithYAxis(Min=(0.0), Max=10.0, MajorTickMark = ChartTypes.TickMark(Interval=2.0, IntervalOffset = 1.0, LineWidth = 2))
which can also be confirmed using Wolfram Alpha: x^2
A simpler example:
// val d : x:float -> float
let d x = deriv f x 0.00000005
let xs2 = [ for x in (double)(-3.10) .. 0.05 .. 3.10 do yield x]
let ys2 = xs2 |> List.map d
let values2 = List.zip xs2 ys2
Chart.Line(values2)
.WithXAxis(Min=(-4.0), Max=4.0, MajorTickMark = ChartTypes.TickMark(Interval=2.0, IntervalOffset = 1.0, LineWidth = 2))
.WithYAxis(Min=(-6.0), Max=6.0, MajorTickMark = ChartTypes.TickMark(Interval=2.0, IntervalOffset = 1.0, LineWidth = 2))
which can also be confirmed using Wolfram Alpha: d/dx x^2