Compute the derivative, Mathematics

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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 di erence

2. 2-point backward di erence

3. 3-point central di erence

4. 5-point central di erence

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 di erent methods for values of n=10, 100, 1000, 10000. Plot the di erent 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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