Respondida
Accuracy of eig in support of complex step differentation: Derivative estimate accuracy degrades when step gets too small
I had forgotten about Nick Higham's comment after my blog post referencing his paper, "The complex step approximation to the Fr...

alrededor de 11 años hace | 2

Respondida
Accuracy of eig in support of complex step differentation: Derivative estimate accuracy degrades when step gets too small
But you should not have to resort to complex step differentiation because an analytic expression for the derivative of an eigenv...

alrededor de 11 años hace | 2

Respondida
Accuracy of eig in support of complex step differentation: Derivative estimate accuracy degrades when step gets too small
I have to admit that I am unsure about what is going on here. Complex step differentiation relies upon the unperturbed function...

alrededor de 11 años hace | 2

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alrededor de 12 años hace

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