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

Awad H. Al-Mohy Nicholas J. Higham

Published in: Numer. Algorithms (2010)

Keyphrases

approximation error
complex systems
data sets
neural network
real world
post processing
error bounds
gaussian function
high level
bayesian networks
lower bound
least squares
closed form
complex data
linear approximation
matrix inversion