The use of formulae, usually expressed in terms of finite differences, for estimating derivatives of a function f(x) from values of the function. For example
and
where h is a small positive increment.
Computer
The problem of approximating the derivative of a function using values of the function. An obvious approach is to use the derivative of an interpolation polynomial. Such estimates involve differences of function values, and loss of potential accuracy occurs, due to cancellation, if the data values are at points too close together.