differentiation_difference

differentiation_difference, demonstrates how the derivative of a function can be estimated using the finite difference method, and how roundoff error can affect such estimates.

The notes:

• differentiation_difference.pdf
• differentiation_difference.tex

Scripts:

• fd.m, returns a forward difference estimate to f'(x), using a stepsize of h.
• fd_list.m, returns fd_list, several forward difference estimates to f'(x), using h_list, several stepsizes.
• fd_plot1.m, plots h versus error.
• fd_plot2.m, plots index versus error.
• fd_plot3.m, plots log ( h ) versus log ( error )

Images:

• differences.png, a plot comparing forward, backward, and centered differences.
• fd_plot1.png, a plot of h versus error.
• fd_plot2.png, a plot of index versus error.
• fd_plot3.png, a plot of log ( h ) versus log ( error )