Using Complex Variables to Estimate Derivatives of Real Functions

Authors

William Squire
George Trapp

Document Type

Article

Publication Date

1998

Abstract

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.

Digital Commons Citation

Squire, William and Trapp, George, "Using Complex Variables to Estimate Derivatives of Real Functions" (1998). Faculty & Staff Scholarship. 426.
https://researchrepository.wvu.edu/faculty_publications/426

Source Citation

Squire, William., &Trapp, George. (1998). Using Complex Variables To Estimate Derivatives Of Real Functions. SIAM Review, 40(1), 110-112. http://doi.org/10.1137/S003614459631241X