Re: [Help-gsl] Fwd: help on high-order Numerical Differentiation

[Brian Gough]

Kun Fu writes:
 > I am trying to solve a problem, which involves to compute the n-th
 > derivative of a fairly complicated function. Since I only need to
 > evalute the derivative at a few point, I am thinking about using
 > Numerical Differentiation in GSL. It seems like the function can only
 > compute the numerical results for the 1st differentiation.
 > 
 > My question is, is there any way to compute the numerical results for
 > the high order (N-th) differentiation with GSL?

Not with the current functions in GSL, numerical differentiation
rapidly becomes unstable for higher orders.

The best technique for computing higher order derivatives is
"Automatic differentiation".  It's half-way between numerical
differentation and symbolic differentiation.  There are several
free packages for this, e.g. on Netlib.

-- 
Brian Gough