Proposal For New Numerical Differentiation Function

Proposal For New Numerical Differentiation Function

[Bob Smith]

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

-- 
_______________________________________________________________
Bob Smith - bsmith@sudleyplace.com
http://www.sudleyplace.com - http://www.nars2000.org

Re: Proposal For New Numerical Differentiation Function

[Patrick Alken]

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  Yes the extensions may be a bit out of date, sorry about that.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
>

Re: Proposal For New Numerical Differentiation Function

[Bob Smith]

On 9/10/2019 9:05 PM, Patrick Alken wrote:
> 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.

Thanks for you kind offer.  I'll get back to you when I get git sorted.

> 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
>>
> 
> 


-- 
_______________________________________________________________
Bob Smith - bsmith@sudleyplace.com
http://www.sudleyplace.com - http://www.nars2000.org