Numerical Derivatives in Scilab

Abstract

This document present the use of numerical derivatives in Scilab. In the first part, we briefly report the first order forward formula, which is based on the Taylor theorem. We then present the naive algorithm based on these mathematical formulas. In the second part, we make some experiments in Scilab and compare our naive algorithm with the \emph{derivative} Scilab primitive. In the third part, we analyse why and how floating point numbers must be taken into account when the numerical derivatives are to compute.

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