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Numerical differentiation

The second option available when is not easily evaluated is to compute the derivative numerically. Recall the formula from calculus for the derivative,

Well, we can approximate the derivative by taking x very close to . How close is ``close enough''? Answering this question draws us afield from solving nonlinear equations, but it is a worthwhile diversion.

When we were learning about IEEE arithmetic, we saw that a computer can only resolve the difference between two numbers up to a certain point -- about in single precision. FORTRAN supports double precision arithmetic, in which each number is represented by twice as many bits as in single precision. The smallest number recognized as different from zero in double precision arithmetic is about . This limit on resolution gives us a starting place for a study of numerical differentiation. In this study, it is perhaps better to see a specific example with some numbers first, then try to understand from whence these numbers came. For this example we use functions for which we know the derivative. Here is a code that computes the derivative of a function f numerically, and compares it with .





Bruce Pitman
Wed Oct 11 12:23:54 EDT 1995