Error formulas for divided difference expansions and numerical differentiation

  • Authors:
  • Michael S. Floater

  • Affiliations:
  • SINTEF Applied Mathematics, Postbox 124, Blindern, 0314 Oslo, Norway

  • Venue:
  • Journal of Approximation Theory
  • Year:
  • 2003

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Abstract

We derive an expression for the remainder in divided difference expansions and use it to give new error bounds for numerical differentiation.