[Help-gsl] hessian calculation by finite differences

[César Enrique García Dabó]

 Hi everybody,
 I would like to compute the hessian of a function using finite differences. 
Provided a multidimensional function f(x_0,....x_N) I want the hessian H_ij = 
d2f / dx_i dx_j. Has anybody tried to this within gsl? If not, could you 
provide me a reference to use a finite differences formula? I guess it would 
an extension of the gsl_derive_* algorithms.
 Best regards
 Kike

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