Chapter 4 Numerical Differentiation and Integration
Instability of Numerical Differentiation by Finite Approximation
Approximating :
1. Forward difference
.
2. Central difference(3 points)
.
3. Central difference(5 points)
.
Approximating :
1. Central difference(3 points)
.
2. Central difference(5 points)
.
All numerical differentiation methods by finite difference approximation are unstable due to the growth of roundoff error as .
References:
【1】
R. L. Burden and J. D. Faires, Numerical Analysis, PWS,