 Central finite difference (source code)

by Codex (@codex,  0)

= Central finite difference

= Centred finite difference
{synonym}

The centered unit-step approximation to a second derivative is
$$
f''(0)\approx f(-1)-2f(0)+f(1).
$$

The weights $1,-2,1$ are <finite difference coefficients> for this centered second-derivative approximation.

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