Using complex variables to estimate derivatives of real functions

SIAM Review

Volumn 40, Issue 1, 1998, Pages 110-112

  Squire, William ^a   Trapp, George ^a  

^a WEST VIRGINIA UNIVERSITY   (United States)

Author keywords

Divided difference; Subtractive cancellation

Indexed keywords

ERROR COMPENSATION; FUNCTIONS; NUMERICAL ANALYSIS;

SUBTRACTIVE CANCELLATION ERRORS;

APPROXIMATION THEORY;

EID: 0032014469     PISSN: 00361445     EISSN: None     Source Type: Journal    
DOI: 10.1137/S003614459631241X     Document Type: Article

References (5)

1. P. BREZILLON, J-F. STAUB, A-M. PERAULT-STAUB, AND G. MILHAUD, Numerical estimation of the first order derivative: Approximate evaluation of an optimal step, Comput. Math. Appl., 7 (1981), pp. 333-347.
2. J. N. LYNESS AND C. B. MOLER, Numerical differentiation of analytic functions, SIAM J. Numer. Anal., 4 (1967), pp. 202-210.
3. J. N. LYNESS, Numerical algorithms based on the theory of complex variables, Proc. ACM 22nd Nat. Conf., Thompson Book Co., Washington, DC, 1967, pp. 124-134.
4. J. N. LYNESS AND G. SANDE, Algorithm 413-ENTCAF and ENTCRE: Evaluation of normalized Taylor coefficients of an analytic function, Comm. ACM 14, 10 (1971), pp. 669-675.
5. R. STEPLEMAN AND N. WINARSKY, Adaptive numerical differentiation, Math. Comp., 33 (1979), pp. 1257-1264.