Computing the Fréchet Derivative of the Matrix Logarithm and Estimating the Condition Number

DOI10.1137/120885991zbMath1362.65051DBLPjournals/siamsc/Al-MohyHR13OpenAlexW2160829115WikidataQ56998688 ScholiaQ56998688MaRDI QIDQ2855672

Nicholas J. Higham, Awad H. Al-Mohy, Samuel D. Relton

Publication date: 28 October 2013

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: http://eprints.maths.manchester.ac.uk/2015/1/120885991.pdf

zbMATH Keywords

Padé approximation condition number MATLAB matrix square root Fréchet derivative backward error analysis matrix exponential matrix logarithm inverse scaling and squaring method principal logarithm logm

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical computation of matrix exponential and similar matrix functions (65F60)

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