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...

más 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...

más 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...

más de 11 años hace | 2

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Publicado

The Ziggurat Random Normal Generator
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Publicado

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Publicado

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casi 12 años hace

Publicado

MathWorks Logo, Part Two. Finite Differences
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alrededor de 12 años hace

Publicado

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alrededor de 12 años hace

Publicado

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alrededor de 12 años hace

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alrededor de 12 años hace

Publicado

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alrededor de 12 años hace

Publicado

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alrededor de 12 años hace

Publicado

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alrededor de 12 años hace

Publicado

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Publicado

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Publicado

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