Transactions of the Japan Society for Industrial and Applied Mathematics
Online ISSN : 2424-0982
ISSN-L : 0917-2246
Error of Extrapolation for Numerical Differentiation
Yoshinari Fukui
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2005 Volume 15 Issue 4 Pages 521-535

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Abstract
We discuss the behavior of round-off error in an extrapolation process in order to obtain an accurate m-th derivative of f(x) under the condition for which f(x) can be computed at any points in the domain. The extrapolation process is applied to a central difference method, however, it is found that the round-off error does not increase so much, even if the number of iterations is quite large. The round-off error does not exceed 25/14 times of the maximum round-off error included in the starting values.
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© 2005 The Japan Society for Industrial and Applied Mathematics
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