Numerical differentiation with a complex step
The Endeavour 2024-05-07
Summary:
The most obvious way to approximate the derivative of a function numerically is to use the definition of derivative and stick in a small value of the step size h. f′ (x) ≈ ( f(x + h) − f(x) ) / h. How small should h be? Since the exact value of the derivative is the […]
The post Numerical differentiation with a complex step first appeared on John D. Cook.