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Complex Step Numerical Differentiation


Well-known member
Feb 3, 2013
Well I think this is really cool, numerical differentiation of real analytic functions by stepping out of the reals:

Complex Step Differentiation | Cleve's Corner

Even funnier is John D'errico's comment (my amusement is mainly due to the idea that a fourth order finite differences scheme with a variant of Richardson extrapolation is at all comparable in elegance or efficiency)