NAG Library Chapter Contents

D04 – Numerical Differentiation

Routine
Name Mark of
Introduction
Purpose

D04AAF
Example Text 5 nagf_numdiff
Numerical differentiation, derivatives up to order 14, function of one real variable

D04BAF
Example Text 23 nagf_numdiff_rcomm
Numerical differentiation, user-supplied function values, derivatives up to order $14$, derivatives with respect to one real variable

D04BBF 23 nagf_numdiff_sample
Generates sample points for function evaluations by D04BAF