USING COMPLEX-VARIABLES TO ESTIMATE DERIVATIVES OF REAL FUNCTIONS

Authors
SQUIRE W TRAPP G
Citation
W. Squire et G. Trapp, USING COMPLEX-VARIABLES TO ESTIMATE DERIVATIVES OF REAL FUNCTIONS, SIAM review, 40(1), 1998, pp. 110-112
Citations number
4
Categorie Soggetti
Mathematics,Mathematics
Journal title
SIAM review → ACNP
ISSN journal
00361445
Volume
40
Issue
1
Year of publication
1998
Pages
110 - 112
Database
ISI
SICI code
0036-1445(1998)40:1<110:UCTEDO>2.0.ZU;2-G
Abstract
A method to approximate derivatives of real functions using complex va riables which avoids the subtractive cancellation errors inherent in t he classical derivative approximations is described. Numerical example s illustrating the power of the approximation are presented.