Section 4.1 Numerical Differentiation
www3.nd.edu › ~zxu2 › acms40390F15Derive the three-point formula with error to approximate ππ′(π₯π₯ ππ). Let interpolation nodes be (π₯π₯0,ππ(π₯π₯0)), (π₯π₯1,ππ(π₯π₯1)) and (π₯π₯2,ππ(π₯π₯2)). ππ′ π₯π₯ ππ = ππ(π₯π₯0) 2π₯π₯ππ−π₯π₯1−π₯π₯2