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12 Jul 2013 Adaptive Robust Numerical Differentiation Numerical derivative of an analytically supplied function, also gradient, Jacobian & Hessian Author: John D'Errico

A very useful tool, John, thanks!

Did any of you guys think about implementing the hyper-dual numbers approach for this? I recently came across this:
http://www.stanford.edu/~jfike/SNUpresentation_rev4.pdf
and:
http://www.stanford.edu/~jfike/hyperdual.html
and I was wondering if any of you tried it instead of using complex numbers?

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