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Woodeast

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University of Michigan

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11 Jul 2011 Adaptive Robust Numerical Differentiation Numerical derivative of an analytically supplied function, also gradient, Jacobian & Hessian Author: John D'Errico

Thanks a lot for this useful tool!

I have a question about how far away will the program evaluate the fun from the initial point. I have a function which only exits in a certain range around the initial point(but big enough in my sense, e.g. starting at .1, requiring >0). However, the program will break down for evaluating out of range points after a fare amount of calculation. Could you please give me some idea about why this happens?

(BTW, my function has some randomness, does this matter?)

Thanks so much!

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