FiniteDifferenceMethod.Central Method

public static FiniteDifferenceMethod Central(
	int derivativeOrder,
	int accuracyOrder
)

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

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

static member Central : 
        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.

Central finite difference methods evaluate the function at values that may be smaller or greater than the point where the derivative is requested.

Central differences are generally more accurate than both forward and backward differences using the same number of points. However, the computation may fail for points close to a singularity of the function.

Reference