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Complex-Step Differentiation
(
johnlapeyre.com
)
3 points
by
aidanrocke
on March 1, 2020
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1 comment
aidanrocke
on March 1, 2020
[–]
This article uses a Julia implementation to explain how the complex-step method allows us to easily compute derivatives of analytic functions up to machine-precision.
Possibly the best short blog post on this subject on the internet.
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Possibly the best short blog post on this subject on the internet.