I'm not too familiar with the multimin algorithms, but it may be similar to the nonlinear least squares code, which does implement a finite-difference Jacobian. Have a look at multifit_nlinear/fdjac.c and the corresponding documentation here:
http://www.gnu.org/software/gsl/doc/html/nls.html#c.gsl_multifit_nlinear_fdtype Hope this helps, Patrick On 06/17/2017 08:36 AM, Info wrote: > Hello, > > In R, when the gradient function is not provided a finite difference > approximation is made. I am trying to replicate it with GSL but > unfortunately I am not able to completely follow the internal code in > 'optim.c'. I wonder if somebody could share some finite difference > approximation code for: > void (* df) (const gsl_vector * x, void * params, gsl_vector * g) > void (* fdf) (const gsl_vector * x, void * params, double * f, > gsl_vector * g) > > Many thanks. > >
