I think this goes back to "The complex-step derivative approximation" from 2003 by J. Martins, P. Sturdza and J. Alonso. [0] That paper is a great read! [0]: h

I think this goes back to "The complex-step derivative approximation" from 2003 by J. Martins, P. Sturdza and J. Alonso. [0] That paper is a great read! [0]: https://doi.org/10.1145/838250.838251 https://doi.org/10.1145/838250.838251