Lecture 3 of Numerical methods I (wi2604)

• The following subjects are discussed:
  
  
  • First order derivative, approximation error, roundoff error
  • general formula, relation differentiation and interpolation
  • higher order derivative
  • Richardson error estimation and extrapolation
  Corresponding pages in the lecture notes: pages 25-35
  
  
• Historical remarks
  
  
• Excercises and answers
  
  
• Additional information
  
  
  • Slide showing approximation and roundoff error for numerical differentiation.
  • Slide showing total error for Forward and Central numerical differentiation.
  • English explanation of first order derivative, roundoff error, higher accuracy and Richardson error estimation and extrapolation.