Re: [Gretl-devel] a non-numeric question on fdjac

Dear Allin, 1) <hansl> x = {1,1}' eval numhess(x,(x'x)) eval fdjac(x,(x'x)) </hansl> Thank you!!! As for me, my problem is 100% solved! 2) I think its a very good idea to consider grad and Hessian via complex numbers The formula is trivial, one step dy/dx ~ Im((y(x0)-y(x0+i*eps))/eps) The trick is in that the preciseness does not depends on real x! So eps ~ 3*10^-16! clib contains all elementary functions of complex argument. To make it fully functional it is sufficient to find a c code for normal cdf for complex argument and basic matrix operations for complex arguments. If it could be realized in c sufficiently quickly it would be a real bomb: no need for automatic/symbolic differentiation! Oleh