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Re: Numerical Differentiation

  • To: mathgroup at
  • Subject: [mg4328] Re: [mg4255] Numerical Differentiation
  • From: MATHEWS at
  • Date: Tue, 9 Jul 1996 00:51:48 -0400
  • Sender: owner-wri-mathgroup at

Mark James of the Basser Dept. of Computer Science, 
University of Sydney, Australia asked the following:

Does anyone know of a function that calculates the derivative
of a function (that can't be differentiated symbolically) at
a given point by numerical means?

Three methods of numerical differentiation are illustrated
and examples given in Chapter 6. Numerical Differentiation
   Algorithm 6.1  Differentiation Using Limits	
   Algorithm 6.2  Differentiation Using Extrapolation	
   Algorithm 6.3  Differentiation Based on n+1 Nodes	
They can be found in:

NUMERICAL METHODS: Mathematica Notebooks

These files are located at the Wolfram Research, Inc. ftp site

Best Regards,

John Mathews
Dept. of Mathematics
California State University Fullerton
Fullerton, CA 92634   USA
E-mail:    mathews at


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