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Test User started the topic in the forum Quantitative Methods and Programming 9 years, 10 months ago
[latexpage]
At first, we sample $f(x)$ in the $N$ ($N$ is odd) equidistant points around $x^*$:
[
f_k = f(x_k),: x_k = x^*+kh,: k=-frac{N-1}{2},dots,frac{N-1}{2}
]
where $h$ is some step.
Then we interpolate points ${(x_k,f_k)}$ by polynomial
begin{equation} label{eq:poly}
P_{N-1}(x)=sum_{j=0}^{N-1}{a_jx^j}
end{equation}
Its coefficients…[Read more] -
Test User started the topic in the forum Quantitative Methods and Programming 9 years, 10 months ago
$latex r=exp{rt}$
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