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Write an octave program that will take a set of points {xk, fk} representing a function and compute the derivative at the same points xk using
1. 2-point forward dierence
2. 2-point backward dierence
3. 3-point central dierence
4. 5-point central dierence
Use your program for the function
f(x) = ex
for which you know the correct answer to study the result as a function of h in the interval x ∈ [0; 1]. Make a table showing the values of the maximum absolute and relative errors for the 4 dierent methods for values of n=10, 100, 1000, 10000. Plot the dierent estimates for the derivative together with the analytical answer for 2 values of n. Comment on your results. You should submit an octave script or function le I can use to reproduce your results and a separate document (plain text le preferred) for your comments.
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f(x)+f(x+1/2) =1 f(x)=1-f(x+1/2) 0∫2f(x)dx=0∫21-f(x+1/2)dx 0∫2f(x)dx=2-0∫2f(x+1/2)dx take (x+1/2)=v dx=dv 0∫2f(v)dv=2-0∫2f(v)dv 2(0∫2f(v)dv)=2 0∫2f(v)dv=1 0∫2f(x)dx=1
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