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[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 $\{a_j\}$ are found as a solution of system of linear equations: \begin{equation} […]

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