Numerical Differentiation

Resource Overview

MATLAB Common Algorithm Collection - Numerical Differentiation with Code Implementation Examples

Detailed Documentation

This article discusses the Numerical Differentiation module from the MATLAB Common Algorithm Collection. Numerical differentiation is a fundamental mathematical concept used to approximate function derivatives. In practical applications, it is widely employed across various fields including engineering, physics, and statistics. MATLAB provides numerous robust algorithm implementations for numerical differentiation, and we will introduce several commonly used algorithms along with their applications in different domains. Key implementation approaches include finite difference methods (forward, backward, and central differences) and Richardson extrapolation techniques for improved accuracy. Through this article, readers will gain deeper understanding of numerical differentiation principles and enhance their ability to apply MATLAB for scientific research and engineering practices using functions like diff(), gradient(), and custom differentiation algorithms.