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.
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