Optimal numerical differentiation usingN function evaluations
- Cite this article as:
- Marshall Ash, J., Janson, S. & Jones, R.L. Calcolo (1984) 21: 151. doi:10.1007/BF02575911
- 24 Downloads
An optimal choice ofu for approximating thedth derivative,d=1,2, of a real valued function of a real variable by a difference quotient of the formh−d∑i=1nwif(x+uih) is given. Ifd=1 andn is odd, or ifd=2 andn is even, this choiceu turns out to be surprisingly asymmetric.