Calculus - Numerical Differentiation                                    Home : www.sharetechnote.com

 

 

 

First Order Differentiation

 

< Backward Differentiation >

 

< Forward Differentiation >

 

< Centered Differentiation >

 

 

 

Second Order Differentiation

 

 

 

< Example 1 >

 

 

 

 

 

If you are not confident on the calculation, click here to get the excel spreadsheet that I made.

 

 

< Example 2 >

 

 

Since this matrix is too large, it would be difficult to calculate manually. So I implemented this in Excel and you can get the spreadsheet here.