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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.
7 lines
465 B
Text
7 lines
465 B
Text
Methods for calculating (usually) accurate numerical first and second
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order derivatives. Accurate calculations are done using 'Richardson”s'
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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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'Richardson”s' extrapolation and provides a useful cross-check.
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Methods are provided for real scalar and vector valued functions.
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