At Fri, 16 Feb 2007 21:00:49 -0500 (EST), Rene Girard wrote: > On line 24 of the function "central_deriv.c" we have the following > line: > > double dy = GSL_MAX(fabs(r3),fabs(r5))* fabs(x)*GSL_DBL_EPSILON > > I understand the rest of the function very well and I am able to > derive the equation for the optimal stepsize "h_opt" in function > "gsl_deriv_central.c"; however, I am trying to look for a derivation > for the expression of "dy". I have look in numerous textbooks on > numerical analysis, in particular the book of Conte and de Boor > given as a reference in the GSL Reference Manual.
Thanks for the email. I think the dy contribution is trying to capture the rounding error from terms like x+h which is O(|x|*DBL_EPSILON), but it looks like there is a factor of 1/h^2 missing. -- Brian Gough _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
