Taylor's theorem for matrix functions with applications to condition number estimation

DOI10.1016/J.LAA.2016.04.010zbMATH Open1338.15016OpenAlexW1949337326WikidataQ59892388 ScholiaQ59892388MaRDI QIDQ286160FDOQ286160

Authors Edvin Deadman, Samuel D. Relton

Publication date 20 May 2016

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

Full work available at URL https://doi.org/10.1016/j.laa.2016.04.010

zbMATH Keywords

condition numberremainderTaylor polynomialmatrix functionpseudospectrumFréchet derivative

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Matrix exponential and similar functions of matrices (15A16)

Recommendations

• Condition Estimates for Matrix Functions
• Condition numbers for functions of matrices
• Estimating the condition number of \(f(A)b\)
• Estimating the Condition Number of the Fréchet Derivative of a Matrix Function
• Small-Sample Statistical Condition Estimates for General Matrix Functions

Cites work

• scientific article; zbMATH DE number 3138903 (Why is no real title available?)
• scientific article; zbMATH DE number 3613366 (Why is no real title available?)
• scientific article; zbMATH DE number 3228674 (Why is no real title available?)
• scientific article; zbMATH DE number 2212009 (Why is no real title available?)
• A Schur-Parlett Algorithm for Computing Matrix Functions
• A pseudospectral mapping theorem
• An improved Schur-Padé algorithm for fractional powers of a matrix and their Fréchet derivatives
• Approximation of Matrix-Valued Functions
• Estimating the matrix \(p\)-norm
• Fast Algorithms for the Approximation of the Pseudospectral Abscissa and Pseudospectral Radius of a Matrix
• Functions of Matrices
• Higher Order Fréchet Derivatives of Matrix Functions and the Level-2 Condition Number
• New Algorithms for Computing the Matrix Sine and Cosine Separately or Simultaneously
• Pseudospectra of the Orr–Sommerfeld Operator
• Rational approximations of trigonometric matrices with application to second-order systems of differential equations
• The complex step approximation to the Fréchet derivative of a matrix function
• Truncation Errors in Pade Approximations to Certain Functions: An Alternative Approach

Cited in

(4)

• Estimating the Condition Number of the Fréchet Derivative of a Matrix Function
• Free (rational) derivation
• Stability and uniqueness properties of Taylor approximations of matrix functions
• FORTRAN codes for estimating the one-norm of a real or complex matrix, with applications to condition estimation

Describes a project that uses

Uses Software

• mctoolbox
• Eigtool
• mftoolbox

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