numerical differentiation in C#
Hello,
I wrote a code for the second derivative of a multivariable smooth functio f:R^n -> R, at a point with respect to one of the coordinates in R^n, yet I get an error of up to 100 times the original derivative. What I did is use doubles and use an "h" of 1e-9 (as a lower "h" will result into a 0 value..) and use all my values in doubles.. I am beginning to believe I have to try it in decimals. Has anyone successfully written a code that makes a numerical differentiation with some accuracy?