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From "Gilles (Commented) (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-726) Ridders derivative
Date Fri, 27 Jan 2012 11:17:40 GMT

    [ https://issues.apache.org/jira/browse/MATH-726?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13194607#comment-13194607
] 

Gilles commented on MATH-726:
-----------------------------

We could wait, but I don't understand why we should.
The code is there, and could already be useful as is. Moreover, what you propose regarding
the convergence with "nabla" is far from clear to me.
IIUC, "nabla" computes the derivative of a function, _without any additional input_. The Ridders
algorithm however is an approximating procedure where you must specify a tolerance, an initial
"delta" and a maximum number of function evaluations (just like for the solvers and optimizers
algorithms).
For CM design consistency's sake (and ease of use), this algorithm must be introduced in a
form that relates to the existing codes in CM, not in a form that one expects will conform
to a future requirement from another library.

Later, we can always create adapters that will bridge the CM API to the "nabla" API (e.g.
possibly passing the additional parameters needed by the "derivative" method of "RiddersFirstDerivative"
in the constructor of the adapter class).

                
> Ridders derivative
> ------------------
>
>                 Key: MATH-726
>                 URL: https://issues.apache.org/jira/browse/MATH-726
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Gilles
>            Assignee: Gilles
>            Priority: Minor
>              Labels: features
>             Fix For: 3.0
>
>         Attachments: RiddersFirstDerivative.java
>
>
> Implementation of the numerical first derivative, as described in:
> {noformat}
> Accurate computation of F'(x) and F'(x) F''(x)
> C. J. F. Ridders
> Adv. Eng. Software, 1982, Vol 4, No. 2
> {noformat}

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