# numDeriv-package

##### Accurate Numerical Derivatives

Calculate (accurate) numerical approximations to derivatives.

- Keywords
- package

##### Details

The main functions are

grad to calculate the gradient (first derivative) of a scalar real valued function (possibly applied to all elements of a vector argument).jacobian to calculate the gradient of a real m-vector valued function with real n-vector argument.

hessian to calculate the Hessian (second derivative) of a scalar real valued function with real n-vector argument.

genD to calculate the gradient and second derivative of a real m-vector valued function with real n-vector argument.

##### References

Linfield, G. R. and Penny, J. E. T. (1989) *Microcomputers in Numerical
Analysis*. New York: Halsted Press.

Fornberg, B. and Sloan, D, M. (1994) ``A review of pseudospectral methods
for solving partial differential equations.'' *Acta Numerica*, 3, 203-267.

Lyness, J. N. and Moler, C. B. (1967) ``Numerical Differentiation of Analytic
Functions.'' *SIAM Journal for Numerical Analysis*,
4(2), 202-210.

*Documentation reproduced from package numDeriv, version 2016.8-1.1, License: GPL-2*