Formulae for Numerical Differentiation

Abstract

In a recent paper (1) formulae were given for the numerical integration of a function in terms of its values at a set of arguments at equal intervals. In this companion paper, formulae for numerical differentiation, using the same data, are collected. Their utility in enabling derivatives of a function given numerically at such a set of arguments to be computed is obvious, the need arises in several approximate methods which are coming more and more into use (2), (3). The formulae avoid the labour of preliminary differencing, and are indeed more convenient than the finite difference formulae when the derivative is required at all the points of subdivision of a limited range.