A general framework for floating point error analysis of simplex derivatives is presented, independent of specific form, with applications to generalized simplex, centred, and adapted centred gradients plus suggestions for sample set diameter.
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A general framework for floating point error analysis of simplex derivatives
A general framework for floating point error analysis of simplex derivatives is presented, independent of specific form, with applications to generalized simplex, centred, and adapted centred gradients plus suggestions for sample set diameter.