Integral representations for higher-order Fréchet derivatives of matrix functions: quadrature algorithms and new results on the level-2 condition number

DOI10.1016/j.laa.2022.10.005zbMath1505.65154arXiv2203.03930OpenAlexW4302362862MaRDI QIDQ2093515

Marcel Schweitzer

Publication date: 8 November 2022

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.03930

zbMATH Keywords

condition numbernumerical quadratureFréchet derivativematrix functionStieltjes functionCauchy integral formula

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical methods for integral transforms (65R10) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30) Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items (3)

A Unifying Framework for Higher Order Derivatives of Matrix Functions ⋮ The Fréchet derivative of the tensor t-function ⋮ Structured level-2 condition numbers of matrix functions

Uses Software

• mftoolbox

Cites Work

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