A Chain Rule for Matrix Functions and Applications

DOI10.1137/S0895479895283409MaRDI QIDQ4891701zbMATH OpenOpenAlexFDO

Authors Roy Mathias

Publication date 7 August 1997

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479895283409

zbMATH Keywords

Toeplitz matrixderivativefunctional calculuschain rulematrix functioncondition estimation

Mathematics Subject Classification ID

Canonical forms, reductions, classification (15A21) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Functional calculus for linear operators (47A60) Matrices over function rings in one or more variables (15A54)

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Cited in

(21)

• Multivariate tensor-based morphometry with a right-invariant Riemannian distance on \(\mathrm{GL}^+(n)\)
• A numerical method to compute derivatives of functions of large complex matrices and its application to the overlap Dirac operator at finite chemical potential
• Matrix exponential GARCH
• A Unifying Framework for Higher Order Derivatives of Matrix Functions
• Forecasting multivariate realized stock market volatility
• Interpolation on symmetric spaces via the generalized polar decomposition
• The higher-order derivatives of spectral functions
• The Jacobian of the exponential function
• The chain rule for functions with a matrix argument
• Iterative computation of the Fréchet derivative of the polar decomposition
• Krylov approximation of linear ODEs with polynomial parameterization
• Conditioning of the matrix-matrix exponentiation
• Matrix inverse trigonometric and inverse hyperbolic functions: theory and algorithms
• Closed-form geodesics and optimization for Riemannian logarithms of Stiefel and flag manifolds
• Continuation of eigenvalues and invariant pairs for parameterized nonlinear eigenvalue problems
• A block Newton method for nonlinear eigenvalue problems
• Differentiation of matrix functionals using triangular factorization
• Derivatives of compound matrix valued functions
• Variational discretizations of gauge field theories using group-equivariant interpolation
• Do the chain rules for matrix functions hold without commutativity?
• A Krylov subspace method for the approximation of bivariate matrix functions

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