Numerical Methods
Numerical Differentiation
Find a more accurate formula for f'(t) using method of undetermined coefficients. Let's say the formula is of the form
f'(t)= Af(t + 2h) + Bf(t + h) - Bf(t - h) - Af(t - 2h)
find values of A and B such that error is minimized.
what power of h is the error proportional to?