Complex-step derivative approximation in noisy environment
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Publication:2402384
DOI10.1016/j.cam.2017.05.046zbMath1372.65065OpenAlexW2626106585MaRDI QIDQ2402384
Irena Stojkovska, Filip Nikolovski
Publication date: 7 September 2017
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2017.05.046
algorithmnumerical resultderivative approximationnoisy environmentcomplex-step derivative approximationnonmonotone line search methods
Derivative-free methods and methods using generalized derivatives (90C56) Approximation in the complex plane (30E10) Numerical differentiation (65D25)
Related Items (2)
On the accuracy of the complex-step-finite-difference method ⋮ The singular value expansion of the Volterra integral equation associated to a numerical differentiation problem
Uses Software
Cites Work
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