[R-sig-dyn-mod] Complex-step derivatives

Daniel Kaschek daniel.kaschek at physik.uni-freiburg.de
Thu Sep 17 18:43:57 CEST 2015


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



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