Numerical differentiation

7. Numerical differentiation#

The problem of numerical differentiation is to find the value of the derivative of a function \(f(x)\) at a point \(x_0\).

\[ f'(x_0) = \lim_{h \to 0} \frac{f(x_0 + h) - f(x_0)}{h} \]

There are various methods to tackle this problem explored in this chapter.