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EQUATOR.H33
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1990-04-04
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590b
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16 lines
33
DIFFERENTIATION
The derivative of a function f(x) is the slope of the tangent line to the
graph of f(x). In this case we are specifically looking for the derivative
of a function at a point (x0, f(x0)).
Using Richardson's Extrapolation, the five-point formula seen below was
derived as an approximation to the derivative of a function at point x0 :
f^1(x0) = 1/12h*( f(x0-2h) - 8f(x0-h) + 8f(x0+h) - f(x0+2h) ) + h^4/30*f^(5)(),
where x0 is the point of differentiation,
and h is a number between 0 and 1.