Computing the Fréchet Derivative of the Matrix Exponential, with an Application to Condition Number Estimation

DOI10.1137/080716426zbMath1180.65049OpenAlexW1983407330MaRDI QIDQ3642851

Publication date: 6 November 2009

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://eprints.maths.manchester.ac.uk/1218/1/alhi09.pdf

zbMATH Keywords

algorithm estimation numerical examples Padé approximation condition number Fréchet derivative matrix iteration matrix polynomial backward error analysis matrix exponential matrix function scaling and squaring method

Mathematics Subject Classification ID

General theory of numerical analysis in abstract spaces (65J05) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Numerical computation of matrix norms, conditioning, scaling (65F35) Matrix exponential and similar functions of matrices (15A16)

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Uses Software

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