A note on numerical differentiation
Author:
John W. Miles
Journal:
Quart. Appl. Math. 14 (1956), 97-101
MSC:
Primary 65.0X
DOI:
https://doi.org/10.1090/qam/78045
MathSciNet review:
78045
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Abstract: Given the matrix $f = \{{f_i}\}$, representing $f\left ( x \right )$ at the set of points $\{ {x_i}\}$, the $m$th derivatives of $f\left ( x \right )$ at these points are expressed in terms of all of the ${f_i}$ according to ${f^{\left ( m \right )}} = {C^{ - 1}}{A^m}Cf$, where A is the sum of the skew matrix $\left [ {{{\left ( {{x_i} - {x_i}} \right )}^{ - 1}}} \right ]$ and the diagonal matrix formed by summing the terms in the corresponding rows of this skew matrix, and C is the diagonal matrix having as its elements the products of the elements in the corresponding rows of the skew matrix.
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Article copyright:
© Copyright 1956
American Mathematical Society