JSTOR Daily

Statistical Applications of the Complex-Step Method of Numerical Differentiation

The complex-step method is a clever way of obtaining a numerical approximation to the first derivative of a function, avoiding the round-off error that plagues ...
JSTOR Daily

On Discretization and Differentiation of Operators with Application to Newton's Method

SIAM Journal on Numerical Analysis, Vol. 3, No. 1 (Mar., 1966), pp. 143-156 (14 pages) In the numerical solution of operator equations Fx = 0, discretization of the equation and then application of ...