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The complex-step derivative approximation
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Authors:
Joaquim R. R. A. Martins
University of Toronto Institute for Aerospace Studies, Toronto, Canada
Peter Sturdza
Stanford University, Stanford, CA
Juan J. Alonso
Stanford University, Stanford, CA
Published in:
· Journal
ACM Transactions on Mathematical Software (TOMS)
TOMS Homepage
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Volume 29 Issue 3, September 2003
Pages 245-262
ACM
New York, NY
, USA
table of contents
doi>
10.1145/838250.838251
2003 Article
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· Citation Count: 13
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Tags:
algorithms
analysis of algorithms
automatic differentiation
complex-step derivative approximation
forward mode
gradients
overloading
performance
quadrature and numerical differentiation
sensitivities
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