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zbMATH Open
Article . 1979
Data sources: zbMATH Open
Mathematics of Computation
Article . 1979 . Peer-reviewed
Data sources: Crossref
Mathematics of Computation
Article . 1979 . Peer-reviewed
Data sources: Crossref
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Adaptive Numerical Differentiation

Adaptive numerical differentiation
Authors: Stepleman, R. S.; Winarsky, N. D.;

Adaptive Numerical Differentiation

Abstract

It is well known that the calculation of an accurate approximate derivative f ′ ( x ) f\prime (x) of a nontabular function f ( x ) f(x) on a finite-precision computer by the formula d ( h ) = ( f ( x + h ) − f ( x − h ) ) / 2 h d(h) = (f(x + h) - f(x - h))/2h is a delicate task. If h is too large, truncation errors cause poor answers, while if h is too small, cancellation and other "rounding" errors cause poor answers. We will show that by using simple results on the nature of the asymptotic convergence of d ( h ) d(h) to f ′ f\prime , a reliable numerical method can be obtained which can yield efficiently the theoretical maximum number of accurate digits for the given machine precision.

Keywords

Numerical differentiation, optimal step width, iterative methods

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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!
6
Average
Top 10%
Average
bronze
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