Using Complex Variables to Estimate Derivatives of Real Functions 论文
1998SIAM Review引用 561
Iterative Methods for Nonlinear EquationsMatrix Theory and AlgorithmsHeat Transfer and Numerical Methods
详细信息
- 发表期刊/会议
- SIAM Review
- 发表日期
- 1998-01-01
- 发表年份
- 1998
关键词
Iterative Methods for Nonlinear EquationsMatrix Theory and AlgorithmsHeat Transfer and Numerical Methods
摘要
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.