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Re: numerical differentiation?
Regarding endpoint problems and singularities. In QUADPACK a similar
situation occurs. It is handled by having two versions of the general
integration function (QAG vs QAGP). One version assumes a well-behaved
function which can be evaluated anywhere. The other version avoids
using endpoints (in fact, it avoids a set of user-specified singular
points).
For numerical derivatives it sounds as if you could have a similar
setup. One routine would be free to evaluate the function
anywhere. Another routine would take a range as an argument and avoid
the endpoints. In this way the routine can choose the type of
derivative to use -- one-sided if the step-size would overshoot the
end, but symmetric in the middle. Since the function will be varying
the stepsize it may need to change its choice dynamically.
Gerard Jungman writes:
> I don't think we should introduce any new multimin functions. Brian
> should look at this as well, but I think we can just use the current
> interfaces. You can wrap the numerical differentiation inside
> the "df" part of a gsl_function_fdf (or gsl_multimin_function_fdf,
> whatever... Brian: why do we need gsl_multimin_function_??? as well);
... not sure I understand what the question is hear.