[Rd] Projects
Paul Gilbert
pgilbert@bank-banque-canada.ca
Fri, 15 Sep 2000 12:34:49 -0400
DM> Putting that into a single function which took arguments just
DM> like the ones you pass to the optimizer would be very
DM> convenient.
>That's exactly it. (but perhaps have at least the 3 basic forms --
>f(point + eps) - f(point), f(point + eps/2) - f(point - eps/2),
>f(point) - f(point - eps)).
Buried somewhere in one of my packages is code for doing Richardson
extrapolation, which usually gives a much better estimate than these 3 basic
forms. If this project goes ahead I will dig it out.
Paul Gilbert
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