[R-sig-dyn-mod] Complex-step derivatives
This is a major restriction with complex-step derivatives - it can only apply to functions whose computer implementation extends their domain to complex numbers. I don't see how this can be done in a straightforward manner for ODEs, PDEs, quadratures, and other complicated numerical analysis techniques. Best, Ravi
From: R-sig-dynamic-models <r-sig-dynamic-models-bounces at r-project.org> on behalf of Daniel Kaschek <daniel.kaschek at physik.uni-freiburg.de>
Sent: Thursday, September 17, 2015 12:43 PM
To: r-sig-dynamic-models at r-project.org
Subject: [R-sig-dyn-mod] Complex-step derivatives
Sent: Thursday, September 17, 2015 12:43 PM
To: r-sig-dynamic-models at r-project.org
Subject: [R-sig-dyn-mod] Complex-step derivatives
Hi everybody, recently the method of complex-step derivatives came into my mind. The method is implemented in the numDeriv package. I wonder if I can use the method for sensitivity computation of ODEs. This would require that the ODE solver(s) can deal with complex numbers. Has anyone some experience with this issue? Best regards, Daniel _______________________________________________ R-sig-dynamic-models mailing list R-sig-dynamic-models at r-project.org https://stat.ethz.ch/mailman/listinfo/r-sig-dynamic-models