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Exact numeric nth derivatives

Automatic differentiation is a well-studied technique for computing exact numeric derivatives. Dan Piponi has a great introduction on the subject , but to give you an overview, the idea is that you introduce an algebraic symbol such that but . Formulas involving are called dual numbers (e.g., , ) in much the same way…
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Math & AlgorithmsSoftware Engineering2013

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Oct 24, 2013Exact numeric nth derivatives by jliszka16447

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