7 lines
457 B
Text
7 lines
457 B
Text
Methods for calculating (usually) accurate numerical first and second
|
|
order derivatives. Accurate calculations are done using Richardson's
|
|
extrapolation or, when applicable, a complex step derivative is
|
|
available. A simple difference method is also provided. Simple
|
|
difference is (usually) less accurate but is much quicker than
|
|
Richardson's extrapolation and provides a useful cross-check.
|
|
Methods are provided for real scalar and vector valued functions.
|