Complex-step derivative approximation in noisy environment

Author:

Nikolovski FilipORCID,Stojkovska IrenaORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference24 articles.

1. On the generalization of the complex step method;Abreu;J. Comput. Appl. Math.,2013

2. Numerical Optimization;Nocedal,2006

3. The complex-step derivative approximation;Martins;ACM Trans. Math. Softw.,2003

4. Numerical differentiation of analytic functions;Lyness;SIAM J. Numer. Anal.,1967

5. Using complex variables to estimate derivatives of real functions;Squire;SIAM Rev.,1998

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