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 ...

SIAM Journal on Numerical Analysis, Vol. 35, No. 4 (Aug., 1998), pp. 1684-1708 (25 pages) This paper introduces a general technique for the construction of multistep methods capable of integrating, ...

Description: Error analysis, solution of nonlinear equations, direct and iterative methods for solving linear systems, approximation of functions, numerical ...