On the Fréchet derivative of matrix functions (Q1094510)
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English | On the Fréchet derivative of matrix functions |
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On the Fréchet derivative of matrix functions (English)
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1987
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By means of a Dunford integral the \(k\times k\)-matrix valued function f(A) with f analytic and A a \(k\times k\)-matrix is well defined. The author presents an integral expression for the Fréchet derivative F(A)[E] of f(A) for the case that A and E do not commute. He also pays attention to practical computations of this Fréchet derivative.
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matrix function
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Dunford integral
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Fréchet derivative
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