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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao BIT Numerical Mathem...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
BIT Numerical Mathematics
Article . 1975 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1975
Data sources: zbMATH Open
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On numerical differentiation

Authors: Ström, Torsten; Lyness, J. N.;

On numerical differentiation

Abstract

In a recent paper Strom analyzed a simple extrapolation algorithm for numerical differentiation and derived certain properties about the kernel function of the integral representation of the remainder term. These properties are useful for placing bounds on the error in cases when specified higher order derivatives are known not to change sign. The algorithm involves a separate Romberg table for each derivative and is rather inconvenient from the point of view of economizing the number of function values required. In this paper we generalize Strom's results in two stages. First we show that they are valid for a very wide choice of definitions of the initial column of each Romberg table. Then we show that one such choice, making full use of the computed function values, gives results identical to those that can be obtained using an algorithm suggested by Lyness and Moler with a particular choice of sequence of function evaluations. There is no detailed discussion of the effect of round-off error.

Related Organizations
Keywords

Numerical differentiation, Extrapolation to the limit, deferred corrections, Roundoff error, Approximation by operators (in particular, by integral operators)

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
8
Average
Top 10%
Average
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