2018-03-05 17:52:13 +01:00
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Methods for calculating (usually) accurate numerical first and second
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2019-07-31 22:03:24 +02:00
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order derivatives. Accurate calculations are done using Richardson's
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2018-03-05 17:52:13 +01:00
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extrapolation or, when applicable, a complex step derivative is
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available. A simple difference method is also provided. Simple
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difference is (usually) less accurate but is much quicker than
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2019-07-31 22:03:24 +02:00
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Richardson's extrapolation and provides a useful cross-check.
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2018-03-05 17:52:13 +01:00
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Methods are provided for real scalar and vector valued functions.
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