Computing the Fréchet Derivative of the Matrix Logarithm and Estimating the Condition Number

From MaRDI portal
Publication:2855672

DOI10.1137/120885991zbMath1362.65051OpenAlexW2160829115WikidataQ56998688 ScholiaQ56998688MaRDI QIDQ2855672

Nicholas J. Higham, Awad H. Al-Mohy, Samuel D. Relton

Publication date: 28 October 2013

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: http://eprints.maths.manchester.ac.uk/2015/1/120885991.pdf



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (24)

The role of the dependence between mortality and interest rates when pricing guaranteed annuity optionsA Taylor expansion of the square root matrix functionGeometry of logarithmic strain measures in solid mechanicsMixed Precision Recursive Block Diagonalization for Bivariate Functions of MatricesContinuation Methods for Riemannian OptimizationCalculating a function of a matrix with a real spectrumThe exponentiated Hencky-logarithmic strain energy. I: Constitutive issues and rank-one convexityStructured condition number for a certain class of functions of non-commuting matricesIterative Computation of the Fréchet Derivative of the Polar DecompositionA Unifying Framework for Higher Order Derivatives of Matrix FunctionsMultiprecision Algorithms for Computing the Matrix LogarithmModel reduction using a frequency-limited \(\mathcal H_2\)-costNorm and Trace Estimation with Random Rank-one VectorsComputation of matrix gamma functionConditioning of the matrix-matrix exponentiationThe complex step approximation to the higher order Fréchet derivatives of a matrix functionAnalytic functional calculus for two operatorsMatrix Arithmetic-Geometric Mean and the Computation of the LogarithmEstimating the condition number of \(f(A)b\)Matrix Inverse Trigonometric and Inverse Hyperbolic Functions: Theory and AlgorithmsTesting Matrix Function Algorithms Using IdentitiesNew Algorithms for Computing the Matrix Sine and Cosine Separately or SimultaneouslyAn Algorithm for the Matrix Lambert $W$ FunctionArbitrary Precision Algorithms for Computing the Matrix Cosine and its Fréchet Derivative


Uses Software



This page was built for publication: Computing the Fréchet Derivative of the Matrix Logarithm and Estimating the Condition Number