수치 미분 계산기

The first or second derivative of any function f(x) at a point, to about 20 significant digits by Richardson extrapolation, with the tangent line drawn.

업데이트 검증한 예제: 6

Use x as the variable, e.g. x^3 - 2x, exp(x), ln(x). Trig functions use radians here.
추가 옵션
The chart shows x₀ ± this much
시도하기
미분
미분: 2.223244275484
최대 소수 자릿수: 12; 가장 가까운 값, 중간값은 0에서 먼 쪽으로
f(x₀)
0.841470984808
Tangent line
y = 2.223244x − 1.381773
Estimated error
9.6 × 10⁻²³

At x = 1 the slope of f is 2.2232443: near that point, f rises by about 2.223 × h when x moves by a small step h.

f and its tangent at x = 1

024-10123xy(1, 0.841471)
f(x)Tangent line
Richardson table (central quotient and best estimate) 행 수: 6
hDifference quotientBest estimate so far
0.12.219330544382.21933054438
0.052.222266131452.22324466047
0.0252.222999757542.22324427552
0.01252.223183147132.22324427548
0.006252.223228993472.22324427548
0.0031252.223240454982.22324427548
계산 방법 S
  1. Central difference quotient

    D(h)=f(x0+h)−f(x0−h)2h,D(0.1)=2.21933054438038D(h) = \frac{f(x_0 + h) - f(x_0 - h)}{2h},\qquad D(0.1) = 2.21933054438038

    Its error has only even powers of h, which Richardson extrapolation removes one at a time.

  2. Richardson extrapolation

    Ti,j=4j Ti,j−1−Ti−1,j−14j−1,hi=h02i  ⇒  f′(1)≈2.223244275483932730705941T_{i,j} = \frac{4^{j}\,T_{i,j-1} - T_{i-1,j-1}}{4^{j} - 1},\quad h_i = \frac{h_0}{2^{i}} \;\Rightarrow\; f'(1) \approx 2.223244275483932730705941

    Halved h 5 times from h₀ = 0.1; the estimated error is 9.6 × 10⁻²³.

  3. Both sides agree

    left 2.22324427548393,right 2.22324427548393\text{left } 2.22324427548393,\quad \text{right } 2.22324427548393

    One-sided quotients from each side converge to the same value, so f is smooth enough here for the derivative to exist.

  4. Tangent line

    y=f(x0)+f′(x0)(x−x0)=0.841470984807897+2.22324427548393 (x−1)y = f(x_0) + f'(x_0)(x - x_0) = 0.841470984807897 + 2.22324427548393\,(x - 1)

    y = 2.223244x − 1.381773

수치 미분 계산기 소개

The derivative f′(x₀) is the slope of f at x₀, the limit of the central difference quotient [f(x₀ + h) − f(x₀ − h)]/2h as h shrinks to 0. The calculator evaluates that quotient for h = 0.1 × max(1, |x₀|) and repeated halvings, then combines the results by Richardson extrapolation (Ridders' method, Numerical Recipes §5.7), which cancels the h², h⁴, … error terms one at a time and reaches about 20 significant digits. The second derivative uses [f(x₀ + h) − 2f(x₀) + f(x₀ − h)]/h² the same way.

Use it to check a derivative worked out by hand, to find a rate of change where no formula is convenient, or to get a tangent line. The default, x² sin x at x = 1, has derivative 2 sin 1 + cos 1 ≈ 2.2232443 and tangent line y = 2.223244x − 1.381773.

Trig functions use radians. When the slopes from the left and right disagree, f has a corner there and the calculator reports that instead of a number.

계산 예제

d/dx x³ at x = 2

Function f(x)
x^3
At x =
2
미분
First f′(x)
미분
12
f(x₀)
8
Tangent line
y = 12x − 16

검증 출처: 3x² = 12 at x = 2; tangent 8 + 12(x − 2)

d/dx sin x at 0 (radians)

Function f(x)
sin(x)
At x =
0
미분
First f′(x)
미분
1

검증 출처: cos 0 = 1

d/dx x²·sin x at 1

Function f(x)
x^2 * sin(x)
At x =
1
미분
First f′(x)
미분
2.223244275484

검증 출처: 2 sin 1 + cos 1 with sin/cos by Taylor series in Python decimal at 70 digits (hp.py)

d/dx eˣ at 1

Function f(x)
exp(x)
At x =
1
미분
First f′(x)
미분
2.718281828459

검증 출처: e (Python Decimal(1).exp())

자주 묻는 질문

What is a derivative?

The derivative of f at x₀ is the slope of its graph there: the limit of [f(x₀ + h) − f(x₀)]/h as h approaches 0. For f(x) = x³ at x = 2 the slope is 3 × 2² = 12, so near x = 2 the function rises about 12 units for each unit of x. The line y = 12x − 16, which touches the curve at (2, 8), is the tangent there.

How do you find a derivative numerically?

Evaluate a difference quotient with a small step h. The central quotient [f(x + h) − f(x − h)]/2h beats the one-sided [f(x + h) − f(x)]/h because its error shrinks like h² rather than h: for sin x at 0 with h = 0.1 it gives 0.998334 against the exact 1. A tiny h eventually fails through rounding error, so this calculator extrapolates from moderate steps instead.

What does the second derivative tell you?

The second derivative f″(x) is the rate of change of the slope, so it measures curvature: positive where the graph bends upward, negative where it bends downward. For ln x, f″(x) = −1/x², so f″(2) = −0.25. Numerically it comes from [f(x + h) − 2f(x) + f(x − h)]/h². Where f″ changes sign the graph has an inflection point.

How do you find the equation of a tangent line?

Use y = f(x₀) + f′(x₀)(x − x₀). For f(x) = x³ at x₀ = 2, f(2) = 8 and f′(2) = 12, so y = 8 + 12(x − 2) = 12x − 16. The tangent is also the best straight-line approximation to f near x₀: it estimates 2.1³ as 8 + 12 × 0.1 = 9.2, against the exact 9.261.

Why does a function have no derivative at some points?

The slopes from the left and the right must agree. |x| at 0 has slope −1 from the left and +1 from the right, a corner, so it has no derivative there, even though the central quotient averages to 0. A jump, or a vertical tangent such as the cube root of x at 0, also rules one out. The calculator compares one-sided quotients and reports the corner.

“수치 미분 계산기”의 정확도는 어느 정도인가요?

정확도는 입력값과 계산 방법의 가정에 따라 달라집니다. 십진 연산은 유효숫자 50자리를 사용하지만, 추정값·수치해석 방법·원본 데이터의 정밀도는 더 낮을 수 있습니다. 표시값을 반올림해도 이러한 한계는 사라지지 않습니다. 독립적인 출처의 풀이와 대조한 계산 예시: 6. 예를 들어 “d/dx x³ at x = 2”은 3x² = 12 at x = 2; tangent 8 + 12(x − 2)와 대조해 확인합니다.

이 계산 방법의 출처는 무엇인가요?

Press et al., Numerical Recipes (3rd ed.) §5.7 — numerical derivatives (Ridders' method); Wolfram MathWorld — Richardson Extrapolation.

이 계산기 소개

f′(x)=lim⁡h→0f(x+h)−f(x−h)2hf′′(x)=lim⁡h→0δ2fh2δ2f=f(x+h)−2f(x)+f(x−h)\begin{gathered} f'(x) = \lim_{h \to 0}\frac{f(x+h) - f(x-h)}{2h} \\[10pt] f''(x) = \lim_{h \to 0}\frac{\delta^2 f}{h^2} \\[4pt] \delta^2 f = f(x+h) - 2f(x) + f(x-h) \end{gathered}

출처

  1. Press et al., Numerical Recipes (3rd ed.) §5.7 — numerical derivatives (Ridders' method)
  2. Wolfram MathWorld — Richardson Extrapolation

출처와 대조하여 검증

이 계산기에는 독립적인 출처에서 답을 얻은 계산 예제가 6개 있습니다. 테스트 모음에서 실행되며 여기에서도 실행할 수 있습니다.

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