Extensions of the first and second complex-step derivative approximations
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Publication:935785
DOI10.1016/j.cam.2007.07.026zbMath1145.65016OpenAlexW2093834020MaRDI QIDQ935785
Publication date: 8 August 2008
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2007.07.026
Jacobiannumerical examplesnumerical differentiationHessianfinite-differenceroundoff errorsfirst derivativessecond derivativescomplex stepRichardson extrapolations
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