x(t+h) - x(t) x'(t) = ------------- + O(h) hand
x(t+h) - x(t-h) x'(t) = --------------- + O(h^2) 2hare supposed to be better and better approximations to the derivative. However, in finite precision, the subtraction in the numerator of these expressions can cause problems (remember `cancellation error'?).
Write a simple program to observe this tradeoff --- the tradeoff between discretization error (which gets smaller as h goes to zero) and cancellation error (which gets larger). You do not have to turn in a copy of your program.
Try x(t) = t3 and evaluate the two finite difference formulas above for t=0.25. Try h = 10-n, for n = 1, 2, ..., 15. Give your results in a table something like this:
O(h) formula O(h^2) formula n approx relerr approx relerr --------------------------------------------------- 1 2.7250E-01 4.5333E-01 1.9750E-01 5.3333E-02 2 1.9510E-01 4.0533E-02 1.8760E-01 5.3333E-04 3 1.8825E-01 4.0053E-03 1.8750E-01 5.3333E-06 . . . ---------------------------------------------------