Finding optimal step size h for numerical derivatives of e^x in MATLAB

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kreil
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Homework Statement


Write a MATLAB program to compute f'(0) for f(x)=e^x and h=1;0.1;0.01...1E-9 using the forward and central difference formula. What is the optimal h?



The Attempt at a Solution



I have no clue how to write programs in matlab, if anyone can help me get started I would REALLY appreciate it.
 
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Anyway my advice is to write a function as have h as the input, and f' as the output..
in the function, you will just write the formula as a function of h.
as for which value is optimum, well it's related to how close it is to the real value...
 
Last edited:
Well, for staters, do you know the two expressions for the derivative that are mentioned in the assignment?

In other words, do you know how to express the derivative as each of these two kinds of differences?

- Warren
 
Then your first step must be looking up the definition of a derivative in your textbook.

- Warren
 
i know what a derivative is, i don't know how to program in matlab.

[tex]f'(x)=\lim_{h{\rightarrow}0}\frac{f(x+h)-f(x)}{h}[/tex]
 
Do you know how to program at all ?
in any language?