





Given three equally-spaced points, we can find an interpolating polynomial passing through those points, find the derivative, and evaluate the derivative at the midpoint to get a good approximation of the derivative at the midpoint.
Background
Useful background for this topic includes:
References
- Bradie, Section 6.2, Numerical Differentiation, Part II, p.438.
- Mathews, Section 6.1, Approximating the Derivative, p.321.
- Chapra, Section 23.1, High-accuracy Differentiation Formaulas, p.632.
Interactive Maplet
To generate a centred divided-difference formula, keep the points centred around x, for example, f(x - 3*h) to f(x + 3*h).
Interactive Maplet
To generate centred divided-difference formula, keep the points centred around x, for example, f(x - 3*h) to f(x + 3*h).
Copyright ©2005 by Douglas Wilhelm Harder. All rights reserved.