Bibliography¶
This is a collection of various bibliographic items referenced in the documentation.
| [LynessMoler1966] | Lyness, J. M., Moler, C. B. (1966). Vandermonde Systems and Numerical Differentiation. Numerische Mathematik. |
| [LynessMoler1969] | Lyness, J. M., Moler, C. B. (1969). Generalized Romberg Methods for Integrals of Derivatives. Numerische Mathematik. |
| [DErrico2006] | D’Errico, J. R. (2006), Adaptive Robust Numerical Differentiation http://www.mathworks.com/matlabcentral/fileexchange/13490-adaptive-robust-numerical-differentiation |
| [Perktold2014] | Perktold, J (2014), numdiff package http://statsmodels.sourceforge.net/0.6.0/_modules/statsmodels/tools/numdiff.html |
| [LaiCrassidisCheng2005] | K.-L. Lai, J.L. Crassidis, Y. Cheng, J. Kim (2005), New complex step derivative approximations with application to second-order kalman filtering, AIAA Guidance, Navigation and Control Conference, San Francisco, California, August 2005, AIAA-2005-5944. |
| [Ridout2009] | Ridout, M.S. (2009) Statistical applications of the complex-step method of numerical differentiation. The American Statistician, 63, 66-74 |
| [NAG] | NAG Library. NAG Fortran Library Document: D04AAF |