Equally-weighted formulas for numerical differentiation

Equally-weighted formulas for numerical differentiation at a fixed pointx=a, which may be chosen to be 0 without loss in generality, are derived for (1) whereR _2n =0 whenf(x) is any (2n)^th degree polynomial. Equation (1) is equivalent to (2) ,r=1,2,..., 2n. By choosingf(x)=1/(z–x),x _i fori=1,..., n andx _i fori=n+1,..., 2n are shown to be roots ofg _n (z) andh _n (z) respectively, satisfying (3) . It is convenient to normalize withk=(m–1)!. LetP _s (z) denotez ^s · numerator of the (s+1)^th diagonal member of the Padé table fore ^x , frx=1/z, that numerator being a constant factor times the general Laguerre polynomialL _s ^–2s–1 (x), and letP _s (X _i )=0, i=1, ...,s. Then for anym, solutions to (1) are had, for2n=2ms, forx _i , i=1, ...,ms, andx _i , i=ms+1,..., 2ms, equal to all them ^th rootsX _i ^1/m and (–X _i )^1/m respectively, and they give {(2s+1)m–1}^th degree accuracy. For2sm2n(2s+1)m–1, these (2sm)-point solutions are proven to be the only ones giving (2n)^th degree accuracy. Thex _i 's in (1) always include complex values, except whenm=1, 2n=2. For2sm<2n(2s+1)m–1,g _n (z) andh _n (z) are (n–sm)-parameter families of polynomials whose roots include those ofg _ms (z) andh _ms (z) respectively, and whose remainingn–ms roots are the same forg _n (z) andh _n (z). Form>1, and either 2n<2m or(2s+1)m–1<2n<(2s+2)m, it is proven that there are no non-trivial solutions to (1), real or complex. Form=1(1)6, tables ofx _i are given to 15D, fori=1(1)2n, where 2n=2ms ands=1(1) 12/m], so that they are sufficient for attaining at least 24^th degree accuracy in (1).Presented at the Twelfth International Congress of Mathematicians, Stockholm, Sweden, August 15–22, 1962.General Dynamics/Astronautics. A Division of General Dynamics Corporation.