Re: Proposal For New Numerical Differentiation Function

[Patrick Alken <alken@colorado.edu>]

Hello,

  Yes the extensions may be a bit out of date, sorry about that. Could
you make a git diff against the latest master branch of the git
repository, and then email me the diff? Then I can take a look and/or
help make an extension out of it.

Patrick

On 9/9/19 5:44 PM, Bob Smith wrote:
> I have written a function for GSL to perform Numerical Differentiation
> which I would like to offer to this project.
>
> I saw on https://www.gnu.org/software/gsl/ that I should first propose
> it as an extension, however the "How to help" link under
> Extensions/Applications goes nowhere, so I wondered if there was
> somewhere else to look for guidelines on setting up an extension.
>
> I looked over most of the links to the listed extensions (many of
> which are broken) and didn't see any commonality which may be the
> answer to my question.  In any case, to whom do I write to get added
> to the list of extensions?
>
> Thanks for your help.
>
> FWIW, the new function is more accurate (up to 13 or 14 significant
> digits vs. 9 or 10 for <gsl_deriv_central>) and can compute Nth
> derivatives by passing N (1 through 9) to the function at zero
> additional cost in performance.  The algorithm is based upon the papers
>
> “New Finite Difference Formulas for Numerical Differentiation”, I.R.
> Khan, R. Ohba / Journal of Computational and Applied Mathematics 126
> (2000) pp. 269-276
>
> “Taylor Series Based Finite Difference Approximations of Higher-Degree
> Derivatives”, I.R. Khan, R. Ohba / Journal of Computational and
> Applied Mathematics 154 (2003) pp. 115-124
>