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March 28, 2017

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The forward difference formula can be expressed as :

f'(x0) = (1/h)[f(x0+h)-f(x0)]-(h/2)f''(x0)-(h^2/6)f'''(x0)+O(h^3).

Use extrapolation to dervive an O(h^3) formula for f'(x0)

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