Title: Do You Trust Derivatives or Differences?
Authors: Jorge J. Moré, Stefan M. Wild
Abstract:
Keywords: Computational Noise, Deterministic Simulations, Finite Difference Derivatives
Thanks: This work was supported by the Office of Advanced Scientific Computing Research, Office of Science, U.S. Department of Energy, under Contract DE-AC02-06CH11357.
Status: Submitted, May 2012.
Link: [PDF available from Optimization Online ]
Additional information, including codes and data, can be found on our Estimating Computational Noise page
BibTeX:
@techreport{JJMSMW11,
    author      = {Jorge J. Mor\'e and Stefan M. Wild},
    title 	= {Do You Trust Derivatives or Differences?},
    institution	= {Argonne Mathematics and Computer Science Division},
    type 	= {Preprint},
    number 	= {ANL/MCS-P2067-0312},
    year 	= {2012}
}

	
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