15 Sep 2000 09:58:25 -0700
(not to the list)
>>>>> "PG" == Paul Gilbert <email@example.com> writes:
DM> Putting that into a single function which took arguments just
DM> like the ones you pass to the optimizer would be very
>> 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)).
PG> Buried somewhere in one of my packages is code for doing
PG> Richardson extrapolation, which usually gives a much better
PG> estimate than these 3 basic forms. If this project goes ahead
PG> I will dig it out.
That would be cool, and I believe there are other, more precise,
approaches! BUT, I'm worried that this (_numerical_ derivatives),
might become a package unto itself (which gets amusing, especially if
you consider the many ways one might want to differentiate a
multi-array vector by a vector...).
All of a sudden, I'm starting to see 2 projects out of one, depending
on the scope.
A.J. Rossini Rsrch. Asst. Prof. of Biostatistics
BlindGlobe Networks (home/default) firstname.lastname@example.org
UW Biostat/Center for AIDS Research email@example.com
FHCRC/SCHARP/HIV Vaccine Trials Net firstname.lastname@example.org
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