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GNU Scientific Library Reference Manual - Third Edition (v1.12)
by M. Galassi, J. Davies, J. Theiler, B. Gough, G. Jungman, P. Alken, M. Booth, F. Rossi
Paperback (6"x9"), 592 pages, 60 figures
ISBN 0954612078
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27 Numerical Differentiation

The functions described in this chapter compute numerical derivatives by finite differencing. An adaptive algorithm is used to find the best choice of finite difference and to estimate the error in the derivative. These functions are declared in the header file ‘gsl_deriv.h’.

ISBN 0954612078GNU Scientific Library Reference Manual - Third Edition (v1.12)See the print edition