Numerical Differentiation and Finite Differences

  • Robert M. Corless
  • Nicolas Fillion


Taking derivatives of numerical functions is one of the most often performed tasks in computation. Finite differences are a standard way to approximate the derivative of a function, and compact finite differences are especially attractive. We study the conditioning of differentiation, including some structured condition numbers for differentiation of polynomials. We look at differentiation matrices for derivatives of polynomials expressed in a Lagrange or Hermite interpolational basis. We look at regularization or smoothing before taking derivatives, and briefly touch on automatic differentiation. ⊲


Computer Algebra System Differentiation Matrice Monomial Basis Compact Scheme Differentiation Matrix 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  • Robert M. Corless
    • 1
  • Nicolas Fillion
    • 1
  1. 1.Applied MathematicsUniversity of Western OntarioLondonCanada

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