Numerical Differentiation & Code Explained in 2 Minutes | Learn Numerical Analysis with Python

Numerical differentiation is a powerful tool to automate the process of finding the derivative of a function at a given point x. This is achieved by converting the limit definition of the derivative to an algebra problem, and a sample Python function achieving this is given. This video is intended to provide a quick and dirty explanation of numerical differentiation for those interested in a quick implementation only. In the next video (or videos), I will dive further into the concept of numerical differentiation, introducing other methods as well as error analysis.

In this series, we will explore numerical methods concepts through the lens of python programming. The benefit of this is to motivate you to learn these methods by presenting their application immediately.