FiniteDifferenceMethod.Backward Method

public static FiniteDifferenceMethod Backward(
	int derivativeOrder,
	int accuracyOrder
)

Public Shared Function Backward ( 
	derivativeOrder As Integer,
	accuracyOrder As Integer
) As FiniteDifferenceMethod

public:
static FiniteDifferenceMethod^ Backward(
	int derivativeOrder, 
	int accuracyOrder
)

static member Backward : 
        derivativeOrder : int * 
        accuracyOrder : int -> FiniteDifferenceMethod 

Parameters

derivativeOrder  Int32

The order of the derivative to compute.

accuracyOrder  Int32

The accuracy order of the method.

Return Value

The accuracy order of the method is the smallest exponent of the step size in the error of the approximation. As a result, higher order methods allow for larger step sizes.

Backward finite difference methods only evaluate the function at values less than or equal to the point where the derivative is requested.

Backward differences are generally less accurate than central differences using the same number of points.

Reference