help-gsl
[Top][All Lists]
Advanced

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [Help-gsl] Origin of 2nd round-off term "dy" in function central_der


From: Brian Gough
Subject: Re: [Help-gsl] Origin of 2nd round-off term "dy" in function central_deriv.c
Date: Mon, 19 Feb 2007 14:34:32 +0000
User-agent: Wanderlust/2.14.0 (Africa) Emacs/21.3 Mule/5.0 (SAKAKI)

At Fri, 16 Feb 2007 21:00:49 -0500 (EST),
Rene Girard wrote:
> On line 24 of the function "central_deriv.c" we have the following
> line:
> 
> double dy = GSL_MAX(fabs(r3),fabs(r5))* fabs(x)*GSL_DBL_EPSILON
> 
> I understand the rest of the function very well and I am able to
> derive the equation for the optimal stepsize "h_opt" in function
> "gsl_deriv_central.c"; however, I am trying to look for a derivation
> for the expression of "dy". I have look in numerous textbooks on
> numerical analysis, in particular the book of Conte and de Boor
> given as a reference in the GSL Reference Manual. 

Thanks for the email.  I think the dy contribution is trying to
capture the rounding error from terms like x+h which is
O(|x|*DBL_EPSILON), but it looks like there is a factor of 1/h^2
missing.

-- 
Brian Gough





reply via email to

[Prev in Thread] Current Thread [Next in Thread]