Using Complex Variables to Estimate Derivatives of Real Functions

Authors:
William Squire;George Trapp
Affiliations:
-;-
Venue:
SIAM Review
Year:
1998

Citing 0
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Abstract

A method to approximate derivatives of real functions using complex variables which avoids the subtractive cancellation errors inherent in the classical derivative approximations is described. Numerical examples illustrating the power of the approximation are presented.