From pgilbert@bank-banque-canada.ca  Fri Sep 15 17:34:49 2000
From: pgilbert@bank-banque-canada.ca (Paul Gilbert)
Date: Fri, 15 Sep 2000 12:34:49 -0400
Subject: [Rd] Projects
References: <6rk8cfkmru.fsf@franz.stat.wisc.edu>
 <14785.241.670605.528570@gargle.gargle.HOWL>
 <873dj2ncf3.fsf@jeeves.blindglobe.net> <qxpaeda6fzk.fsf@verdi.stat.wisc.edu>
 <87og1qlviu.fsf@jeeves.blindglobe.net> <39c38587.1708646@julian.uwo.ca> <87n1ha1gk6.fsf@jeeves.blindglobe.net>
Message-ID: <39C24FA8.4D681B01@bank-banque-canada.ca>

    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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[Rd] Projects
Paul Gilbert