It is well known that numerical derivative contains two types of errors. Jengnan Tzeng discusses a new method that estimates truncation error and rounding error at the same time for a given step size.
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Image courtesy of interviewee
It is well known that numerical derivative contains two types of errors. Jengnan Tzeng discusses a new method that estimates truncation error and rounding error at the same time for a given step size.
Read the Study
Image courtesy of interviewee