Using complex variables to estimate derivatives of real functions

被引：361

作者：

Squire, W ^{[1
]}

Trapp, G ^{[1
]}

机构：

[1] W Virginia Univ, Morgantown, WV 26506 USA

来源：

SIAM REVIEW | 1998年 / 40卷 / 01期

关键词：

divided difference; subtractive cancellation;

D O I：

10.1137/S003614459631241X

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

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.

引用

页码：110 / 112

页数：3