Re: [Help-gsl] finite difference approximation of gradient BFGS

[Patrick Alken]

I'm not too familiar with the multimin algorithms, but it may be similar
to the nonlinear least squares code, which does implement a
finite-difference Jacobian. Have a look at multifit_nlinear/fdjac.c and
the corresponding documentation here:

http://www.gnu.org/software/gsl/doc/html/nls.html#c.gsl_multifit_nlinear_fdtype

Hope this helps,
Patrick

On 06/17/2017 08:36 AM, Info wrote:
> Hello,
>
> In R, when the gradient function is not provided a finite difference
> approximation is made. I am trying to replicate it with GSL but
> unfortunately I am not able to completely follow the internal code in
> 'optim.c'. I wonder if somebody could share some finite difference
> approximation code for:  
>     void (* df) (const gsl_vector * x, void * params, gsl_vector * g)
>     void (* fdf) (const gsl_vector * x, void * params, double * f,
> gsl_vector * g)
>
> Many thanks. 
>
>