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

chain rulecondition estimationderivativefunctional calculusmatrix functionToeplitz matrix

Mathematics Subject Classification ID

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

Recommendations

• Chain rules for functions of matrices
• A formula for the Fréchet derivative of a generalized matrix function
• Do the chain rules for matrix functions hold without commutativity?
• The chain rule for functions with a matrix argument
• Condition Estimates for Matrix Functions

Cited in

(23)

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

This page was built for publication: A Chain Rule for Matrix Functions and Applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4891701)