Numerical Differentiation


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 ...

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