NAG FL Interface
d04bbf (sample)

d04bbf generates abscissae about a target abscissa $x_0$ for use in a subsequent call to d04baf.

The routine may be called by the names d04bbf or nagf_numdiff_sample.

d04bbf may be used to generate the necessary abscissae about a target abscissa $x_0$ for the calculation of derivatives using d04baf.

For a given $x_0$ and $h$, the abscissae correspond to the set $\{x_0,x_0\pm (2\mathit{j}-1)h\}$, for $\mathit{j}=1,2,\dots ,10$. These $21$ points will be returned in ascending order in xval. In particular, $\mathbf{xval}\left(11\right)$ will be equal to $x_0$.

Lyness J N and Moler C B (1969) Generalised Romberg methods for integrals of derivatives Numer. Math. 14 1–14

None.

Not applicable.

d04bbf is not threaded in any implementation.

The results computed by d04baf depend very critically on the choice of the user-supplied step length $h$. The overall accuracy is diminished as $h$ becomes small (because of the effect of round-off error) and as $h$ becomes large (because the discretization error also becomes large). If the process of calculating derivatives is repeated four or five times with different values of $h$ one can find a reasonably good value. A process in which the value of $h$ is successively halved (or doubled) is usually quite effective. Experience has shown that in cases in which the Taylor series for for the objective function about $x_0$ has a finite radius of convergence $R$, the choices of $h>R/19$ are not likely to lead to good results. In this case some function values lie outside the circle of convergence.

See d04baf.