Equally Spaced Multipoint Method for Numerical Differentiation

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The simplest numerical approximation of the derivative of a function at a point is given by the two-point formula: . Approximations involving more points can improve the accuracy of the derivative. Here the points are equally spaced.

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Use the controls "number of points ", "spacing " and "value of ". The popup menu selects the function to differentiate.

The first column gives the exact analytic derivative of the function. The second column shows the two-point approximation, while the third shows the derivative using an approximation of order .

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Contributed by: R. M. Jones (July 2019)
Open content licensed under CC BY-NC-SA


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Reference

[1] Wikipedia. "Numerical Differentiation." (Jul 3, 2019) en.wikipedia.org/wiki/Numerical_differentiation.


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