Re: Proposal For New Numerical Differentiation Function

[Bob Smith <bsmith@sudleyplace.com>]

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    Yes the extensions may be a bit out of date, sorry about that.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


-- 
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Bob Smith - bsmith@sudleyplace.com
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