On Mon, 16 Oct 2017, oleg_komashko(a)ukr.net wrote:
Thank you, Allin
Also, does it contain
elementary functions
in complex argument e.g.
exp(), log(), etc as in libc?
I can't tell on the future,
what I want to do now
is to make gradient and Hessian
for real functions of real arguments
with imaginary steps inside:
e.g. for gradient:
Im(f(x+i*delta_x)-f(x))/delata_x
It is very exact, but very slow
if it is not coded in c
Due to the nature of complex numbers
delta_x = $macheps for any real x
The precision does not depends on x
That's why it is so exact
I fail to see how this approach can give more precise results than the
mechanism we have now.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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