Mathematics of Computation, Vol. 43, No. 167 (Jul., 1984), pp. 69-88 (20 pages) In this paper, the problem of estimating Jacobian and Hessian matrices arising in the finite difference approximation of ...
Finite-difference approximations for the first derivative, valid halfway between equidistant gridpoints, are in general much more accurate than the corresponding approximations, which are valid at ...