Numerical differentiation - a general purpose algorithm

Author: Prentice J.S.C.  

Publisher: Taylor & Francis Ltd

ISSN: 1464-5211

Source: International Journal of Mathematical Education in Science and Technology, Vol.44, Iss.1, 2013-01, pp. : 116-122

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Abstract

A general algorithm for finding finite-difference approximations to derivatives is presented. The algorithm uses a linear combination of suitable Taylor expansions, and is sufficiently general to cater for non-equispaced nodes. It also provides analytical expressions for truncation and round-off errors.