4 ms·
What Is the Complex Step Approximation? (2020)
- blake1 5y agoThe main reason I always turn to finite differences is because the formula are so easy that I can get it right the first time without looking anything up. But the cancelation problems are very real, so I might have to look into this, because the formula isn't more complex.
- _kulang 5y agoActually, it is by definition more complex :~)
- juangburgos 5y agoI use this at pidtuner.com to calculate Jacobians. But beware, nothing beats analytic derivatives. Depending on the languague and requirements needed to implement a given algorithm, it is typically far better to use Automatic Differentiation.