Chapter 4: Roundoff and Truncation Errors
Numerical Differentiation The first order Taylor series can be used to calculate approximations to derivatives: Given: Then: This is termed a “forward” difference because it utilizes data at i and i+1 to estimate the derivative. f(x i 1) f(x i) f '(x i)h O(h 2) f'(x i) f(x i 1) f(x i) h O(h) 22
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