Chapter 12 Numerical differentiation
We already encountered a situation (Newton's method) where it would be useful to be able to find the derivative of a given function numerically. This problem also arises in engineering applications: for example, having measured the position of some object over time, we may want to know its velocity, which is the derivative of position. In this section we study this process, with emphasis on the accuracy of formulas that give an approximate value of various derivatives.