Richardson derivative extrapolation

Version 1.0.0.0 (1.35 KB) by lowlize
Richardson extrapolation of the 1st and 2nd derivative of a single-valued real function in a point.
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Updated 10 Apr 2017

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Function RICHARDSONDER implements the Richardson extrapolation algorithm for the approximation of the 1st and 2nd derivative of the single-valued real function F in the point X0, given an initial step size H_IN for the central difference formulas and the order of the extrapolation N.
The outputs are the two tables of extrapolates for the 1st and 2nd derivative F_PRIME_X0 and F_SECOND_X0. The first column of each table is the array of different step values used, while the other columns contain the derivative extrapolates; each column starting from the 3rd one has a lower order of the error for fixed h than the one on its left (0 entries in the tables are not-computed values). The best approximation is thus the last element of each table (least error and smallest step size).
See RICHARDSONSCRIPT for an example of the usage of the function.

Cite As

lowlize (2026). Richardson derivative extrapolation (https://www.mathworks.com/matlabcentral/fileexchange/62490-richardson-derivative-extrapolation), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2012b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Version Published Release Notes
1.0.0.0