Harvard AM205 video 3.6 - Differentiation matrices
Channel: Chris Rycroft
Date: 2020-10-28

Harvard Applied Math 205 is a graduate-level course on scientific computing and numerical methods. The previous video in this series looked at how to construct finite-difference stencils to numerically differentiate a function at a point. Here, we extend this idea to differentiate complete functions, by building differentiation matrices that contain our FD stencils

For more information see the main course website at https://people.math.wisc.edu/~chr/am205