Publication: The complex step approximation to the Fréchet derivative of a matrix function
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The complex step approximation to the Fréchet derivative of a matrix function

- Article in a journal -
 

Author(s)
Awad H. Al-Mohy , Nicholas J. Higham

Published in
Numerical Algorithms

Year
2009

Publisher
Springer Science and Business Media LLC

AD Theory and Techniques
Complex Step Differentiation

BibTeX
@ARTICLE{
         Al-Mohy2009Tcs,
       doi = "10.1007/s11075-009-9323-y",
       url = "https://doi.org/10.1007/s11075-009-9323-y",
       year = "2009",
       month = "aug",
       publisher = "Springer Science and Business Media {LLC}",
       volume = "53",
       number = "1",
       pages = "133--148",
       author = "Awad H. Al-Mohy and Nicholas J. Higham",
       title = "The complex step approximation to the {F}r{\'{e}}chet derivative of a matrix
         function",
       journal = "Numerical Algorithms",
       ad_theotech = "Complex Step Differentiation"
}


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