The complex step approximation to the higher order Fréchet derivatives of a matrix function

DOI10.1007/s11075-020-00998-3zbMath1469.65085MaRDI QIDQ2035509

Awad H. Al-Mohy, Bahar Arslan

Publication date: 24 June 2021

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-020-00998-3

zbMATH Keywords

Fréchet derivative; matrix function; complex step approximation; higher order Fréchet derivative; action of matrix functions

Mathematics Subject Classification ID

15A16: Matrix exponential and similar functions of matrices

65F60: Numerical computation of matrix exponential and similar matrix functions

Uses Software

• mftoolbox