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complex step
J. R. R. A. Martins, Sturdza, P., and Alonso, J. J., The Connection Between the Complex-Step Derivative Approximation and Algorithmic Differentiation, in Proceedings of the 39th AIAA Aerospace Sciences Meeting, Reno, NV, 2001.
J. R. R. A. Martins, Sturdza, P., and Alonso, J. J., The Complex-Step Derivative Approximation, ACM Transactions on Mathematical Software, vol. 29, pp. 245–262, 2003.PDF icon Martins2003CSD.pdf (533.7 KB)