Using Multicomplex Variables for Automatic Computation of High-Order Derivatives

DOI10.1145/2168773.2168774zbMath1365.65055OpenAlexW1984068279WikidataQ113310404 ScholiaQ113310404MaRDI QIDQ2989157

Ryan P. Russell, Gregory Lantoine, Thierry Dargent

Publication date: 19 May 2017

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2168773.2168774

zbMATH Keywords

sensitivity analysisautomatic differentiationmulticomplex numbershigh-order derivativesoverloadingmulticomplex step differentiation

Mathematics Subject Classification ID

General theory of numerical methods in complex analysis (potential theory, etc.) (65E05) Numerical differentiation (65D25)

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