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GAMS Classification for the NAG Library
NAG Library Manual
H1 : Numerical differentiation
D04AAF
Numerical differentiation, derivatives up to order 14, function of one real variable
E04XAF/E04XAA
Estimate (using numerical differentiation) gradient and/or Hessian of a function
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GAMS Classification for the NAG Library
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© The Numerical Algorithms Group Ltd, Oxford UK. 2006