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The documentation for the current release is also available on this site.

NAG CL Interface
D04 (Numdiff)
Numerical Differentiation

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D04 (Numdiff) Chapter Introduction – A description of the Chapter and an overview of the algorithms available.

Function
Mark of
Introduction

Purpose
d04aac 23 nag_numdiff_fwd
Numerical differentiation, derivatives up to order 14, function of one real variable
d04bac 23 nag_numdiff_rcomm
Numerical differentiation, user-supplied function values, derivatives up to order 14, derivatives with respect to one real variable
d04bbc 23 nag_numdiff_sample
Generates sample points for function evaluations by d04bac