Accuracy and Stability of Computing High-Order Derivatives of Analytic Functions by Cauchy Integrals. (arXiv:0910.1841v1 [math.NA])

High-order derivatives of analytic functions are expressible as Cauchy
integrals over circular contours, which can very effectively be approximated by
trapezoidal sums. Whereas analytically each radius r up to the radius of
convergence is equal, numerical stability strongly depends on r. We give a
comprehensive study of this effect; in particular we show that there is a
unique radius that minimizes the loss of accuracy caused by round-off errors.
For large classes of functions, though not all, this radius actually gives
about full accuracy; a remarkable fact that we explain by the theory of Hardy
spaces, by the Wiman-Valiron and Levin-Pfluger theory of entire functions, and
by the saddle-point method of asymptotic analysis. Many examples and
non-trivial applications are discussed in detail.

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Original source : http://arxiv.org/abs/0910.1841...