Estimating the Condition Number of the Fréchet Derivative of a Matrix Function

DOI10.1137/130950082MaRDI QIDQ5176068zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Nicholas J. Higham, Samuel D. Relton

Publication date 2 March 2015

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL http://eprints.maths.manchester.ac.uk/2197/1/130950082.pdf

zbMATH Keywords

\texttt{MATLAB}algorithmcondition numberexpmFréchet derivativeKronecker formlogmmatrix \(p\)th rootmatrix exponentialmatrix functionmatrix logarithmmatrix powersnumerical experimentssqrtm

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical computation of matrix exponential and similar matrix functions (65F60)

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Cited in

(22)

• Evaluating the Fréchet derivative of the matrix exponential
• Conditioning of the matrix-matrix exponentiation
• Condition numbers for functions of matrices
• The complex step approximation to the higher order Fréchet derivatives of a matrix function
• Integral representations for higher-order Fréchet derivatives of matrix functions: quadrature algorithms and new results on the level-2 condition number
• Evaluating the Fréchet derivative of the matrix \(p\)th root
• Testing matrix function algorithms using identities
• Computing the Fréchet derivative of the matrix logarithm and estimating the condition number
• Taylor's theorem for matrix functions with applications to condition number estimation
• Computing matrix functions
• Higher Order Fréchet Derivatives of Matrix Functions and the Level-2 Condition Number
• Computing the Fréchet Derivative of the Matrix Exponential, with an Application to Condition Number Estimation
• Condition Estimates for Matrix Functions
• Computing low‐rank approximations of the Fréchet derivative of a matrix function using Krylov subspace methods
• A formula for the Fréchet derivative of a generalized matrix function
• A block Krylov method to compute the action of the Fréchet derivative of a matrix function on a vector with applications to condition number estimation
• Arbitrary precision algorithms for computing the matrix cosine and its Fréchet derivative
• The Fréchet derivative of the tensor t-function
• A new algorithm for computing the exponential of a block triangular matrix
• Approximating the leading singular triplets of a large matrix function
• Estimating the condition number of \(f(A)b\)
• The complex step approximation to the Fréchet derivative of a matrix function

Describes a project that uses

Uses Software

• Matlab
• mctoolbox

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