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In the previous post, Complex Magic, Part 1, the use of complex variables in approximating the first derivative of a holomorphic function was discussed. This post delves deeper and introduces formulas suitable for approximating the th derivative of a holomorphic … Continue reading
At the heart of conventional methods of derivative approximation based on divided differences lies a sum of the form in which the coefficients have different signs and vary (usually considerably) in magnitude. As a result, when these coefficients of different … Continue reading