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GAMS Classification for the NAG C Library
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H1 : Numerical differentiation

d02udc    nag_ode_bvp_ps_lin_cgl_deriv
Differentiate a function by the FFT using function values on Chebyshev grid
d04aac    nag_numdiff_1d_real
Numerical differentiation, derivatives up to order 14, function of one real variable
d04bac    nag_numdiff_1d_real_eval
Numerical differentiation, user-supplied function values, derivatives up to order 14, derivatives with respect to one real variable
d04bbc    nag_numdiff_1d_real_absci
Generates sample points for function evaluations by d04bac
e04xac    nag_opt_estimate_deriv
Computes an approximation to the gradient vector and/or the Hessian matrix

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© The Numerical Algorithms Group Ltd, Oxford UK. 2012