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[Help-gsl] Numerical Differentiation

From: Mathias Wagner
Subject: [Help-gsl] Numerical Differentiation
Date: Mon, 4 Apr 2005 13:41:30 +0200
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Hi all,

I have to do some numerical derivatives (first and second). I need good 
precision, because I have to calculate the derivatives in the vicinity of a 
The algorithm used in GSL uses an adaptive way to calculate an optimal h.
Can anybody send me some more information on this algorithm. Unfortunately our 
library doesn't have the book by Conte[1] cited in the documentation.

Does anyone know who to expand this algorithm to the second derivative?



[1]S.D. Conte and Carl de Boor, Elementary Numerical Analysis: An Algorithmic 
Approach, McGraw-Hill, 1972.

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// ** Mathias Wagner                                            **
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