Accurate computation of F′(x) and F′(x) F″(x)
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To improve the accuracy in the computation of the first and second derivatives of a real function, Romberg's method is applied. The method gives fast convergence to an answer containing more significant digits than usual methods provide. A simple computer program and examples are included.
[1] Francis J. Scheid,et al. Schaum's outline of theory and problems of numerical analysis , 1968 .