[Help-gsl] Numerical Gradient?

[David Doria]

I have a function f() that is not analytic and therefore I need to find a
numerical gradient.  However to initialize a gsl_multimin_function_fdf, I
still need a function my_df that simply returns the value of the gradient at
the specified point.

For testing, lets try it with a function that we COULD have taken a normal
gradient of (this example ships with the package)

double my_f (const gsl_vector *v, void *params)
{
    double x, y;
    double *dp = (double *)params;
    x = gsl_vector_get(v, 0);
    y = gsl_vector_get(v, 1);
    return 10.0 * (x - dp[0]) * (x - dp[0]) +
    20.0 * (y - dp[1]) * (y - dp[1]) + 30.0;
}

and its gradient:

void my_df (const gsl_vector *v, void *params, gsl_vector *df)
{
    double x, y;
    double *dp = (double *)params;
    x = gsl_vector_get(v, 0);
    y = gsl_vector_get(v, 1);
    gsl_vector_set(df, 0, 20.0 * (x - dp[0]));
    gsl_vector_set(df, 1, 40.0 * (y - dp[1]));
}

but instead i would like: (and I imagine I should keep the same function
form (ie. same parameters))

void my_df (const gsl_vector *v, void *params, gsl_vector *df)
{
 NUMERICAL GRADIENT OF f at v;
}

Is there a function I can call that will do that?

-- 
Thanks,

David