The Complex Step Approximation to the Fréchet Derivative of a Matrix Function. Al-Mohy, A. H. & Higham, N. J. Numer. Algorithms, 53(1):133-148, 2010.
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@article{alhi10,
  author =        {Awad H. Al-Mohy and Nicholas J. Higham},
  journal =       {Numer. Algorithms},
  number =        {1},
  pages =         {133-148},
  title =         {The Complex Step Approximation to the {Fr\'echet}
                   Derivative of a Matrix Function},
  volume =        {53},
  year =          {2010},
  doi =           {10.1007/s11075-009-9323-y},
}

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