The complex-step is a method for estimating derivatives.
This repository provides a:
- Fortran library and scripts to covert Fortran code to complex-step compatible code
- Python module redefining numpy functions that are not complex safe
Please see the documentation for installation details and API documentation.
To locally build the documentation, enter the doc folder and enter make html in terminal. You can then view the built documentation in the _build folder.
Please cite the complex step method in any publication for which you find it useful. For more background, theory, and figures, see the this paper.
The Complex-Step Derivative Approximation
@Article{Martins2003a,
author = {Joaquim R. R. A. Martins and Peter Sturdza and Juan J. Alonso},
title = {The Complex-Step Derivative Approximation},
doi = {10.1145/838250.838251},
journal = {ACM Transactions on Mathematical Software},
month = {September},
number = {3},
pages = {245--262},
pdfurl = {https://www.researchgate.net/profile/Joaquim_Martins/publication/222112601_The_Complex-Step_Derivative_Approximation/links/0912f50c7474bb861d000000/The-Complex-Step-Derivative-Approximation.pdf},
volume = {29},
year = {2003}
}
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