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(4) Complex-step differentiation http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.141....
The technique is clever: they add an finite difference along the imaginary axis, and this turns out to give a more accurate derivative than normal forward differences.
We don't support this in Ceres and suggest autodiff instead.
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(4) Complex-step differentiation http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.141....
The technique is clever: they add an finite difference along the imaginary axis, and this turns out to give a more accurate derivative than normal forward differences.
We don't support this in Ceres and suggest autodiff instead.