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Richardson Extrapolation

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Richardson Extrapolation

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03 Jul 2013 (Updated )

It computes the derivative of a function based on the Richardson extrapolation.

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Description

It applies Richardson extrapolation method to the Tyler series to approximate the derivative of any function f(x) at x_0 using "n" iterations. This is an O(n^2) algorithm that can be found in "Numerical Mathematics and Computing, Ward Cheney and David Kincaid, 6th Edition" Section 4.3.

Required Products Symbolic Math Toolbox
MATLAB release MATLAB 7.12 (R2011a)
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