NAG Toolbox
D04 – numerical differentiation
D04 Introduction
d04aa
– Numerical differentiation, derivatives up to order 14, function of one real variable
nag_numdiff
d04ba
– Numerical differentiation, user-supplied function values, derivatives up to order 14, derivatives with respect to one real variable
nag_numdiff_rcomm
d04bb
– Generates sample points for function evaluations by d04ba
nag_numdiff_sample
D03
D05