6

Numerical Differentiation

6.0 INTRODUCTION

Let a function y = f(x) be given by a table of values Eqn1. The process of finding the derivative Eqn2 for some particular value of Eqn3 is called numerical differen tiation. This process consists of approximating the function by a suitable interpolation formula and then differentiating it.

If the values of x are equally spaced, to find derivative near the beginning of the table, we use Newton’s forward difference ...

Get Numerical Analysis, 1/e now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.