Numerical differentiation -- a general purpose algorithm

DOI10.1080/0020739X.2012.662296MaRDI QIDQ4920303zbMATH OpenOpenAlexFDO

Authors J. S. C. Prentice

Publication date 16 May 2013

Published in International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0020739x.2012.662296

zbMATH Keywords

finite differencetruncation errorTaylor seriesround-off error

Mathematics Subject Classification ID

Numerical differentiation (65D25) Numerical analysis (educational aspects) (97N40)

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Cites work

• Truncation and roundoff errors in three-point approximations of first and second derivatives

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(12)

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• Precision increased truncated derivative formulae in terms of forward and backward difference operators
• Finite‐difference approximation for the u^(k)‐derivative with O(h^M−k+1) accuracy: An analytical expression
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• Numerical computation of derivatives to arbitrary precision
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