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Prasanna Venkatesh


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28 Nov 2010 Adaptive Robust Numerical Differentiation Numerical derivative of an analytically supplied function, also gradient, Jacobian & Hessian Author: John D'Errico

Hello John,
This piece of code is great. I had one question, I have a function for which I have no analytical expression, hence cannot vectorize it. But I can do pretty fast numerical computation of it and I know that it has smooth first, second, third and fourth derivatives by applying your DerivTest function on it. I need one more derivative to complete my calculation and I was wondering if I should make an anonymous function out of the fourth derivative calculation using DerivTest and take its first derivative to get the fifth. I wanted to know if there is some specific reason for which this code goes only upto 4th derivative?

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