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Neville

Numerical derivation according to the Neville method. Uses the method in << J. N. Lyness and C. B. Moler, “Van der monde systems and numerical differentiation,” Numerische Mathematik, vol. 8, pp. 458–464, Aug 1966. >> to numerically derive a function in a custom point. In test_neville.m usage is shown.

Notice that using Variable Precision Arithmetic (VPA) computing the derivative takes a substantially longer time to compute.

It needs the Matlab (R) Symbolic Toolbox. Tested on Matlab r2017b.

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Numerical derivation according to the Neville method

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