A Unifying Framework for Higher Order Derivatives of Matrix Functions

DOI10.1137/23M1580589MaRDI QIDQ6154954zbMATH OpenOpenAlexWikidataFDO

Authors Emanuel H. Rubensson

Publication date 16 February 2024

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

Full work available at URL https://arxiv.org/abs/2306.15814

zbMATH Keywords

complex step approximationDaleckiĭ-Kreĭn formulaFréchet derivativematrix functionpartial derivativequantum perturbation theory

Mathematics Subject Classification ID

Numerical computation of matrix exponential and similar matrix functions (65F60)

Abstract: We present theory for general partial derivatives of matrix functions on the form $f(A(x))$ where $A(x)$ is a matrix path of several variables ($x=(x_1,dots,x_j)$). Building on results by Mathias [SIAM J. Matrix Anal. Appl., 17 (1996), pp. 610-620] for the first order derivative, we develop a block upper triangular form for higher order partial derivatives. This block form is used to derive conditions for existence and a generalized Daleckiu{i}-Kreu{i}n formula for higher order derivatives. We show that certain specializations of this formula lead to classical formulas of quantum perturbation theory. We show how our results are related to earlier results for higher order Fr'echet derivatives. Block forms of complex step approximations are introduced and we show how those are related to evaluation of derivatives through the upper triangular form. These relations are illustrated with numerical examples.

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Cited in

(1)

• Matrix differentiation for DGGI, WDGGI and GDGI on dual real matrix ring

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