A Formula for the Fréchet Derivative of a Generalized Matrix Function

DOI10.1137/16M1072851zbMath1367.65071MaRDI QIDQ5270415

Vanni Noferini

Publication date: 23 June 2017

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

zbMATH Keywords

condition numberFréchet derivativegeneralized matrix functionGâteaux derivativeDaleckii-Krein theorem

Mathematics Subject Classification ID

Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12) Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items (12)

Computation of generalized matrix functions with rational Krylov methods ⋮ Generalized tensor function via the tensor singular value decomposition based on the T-product ⋮ Continuity, differentiability and semismoothness of generalized tensor functions ⋮ Matrix functions in network analysis ⋮ A Unifying Framework for Higher Order Derivatives of Matrix Functions ⋮ The complex step approximation to the higher order Fréchet derivatives of a matrix function ⋮ Spectral Operators of Matrices: Semismoothness and Characterizations of the Generalized Jacobian ⋮ Some matrix properties preserved by generalized matrix functions ⋮ Reconstruction of jointly sparse vectors via manifold optimization ⋮ The Structured Condition Number of a Differentiable Map between Matrix Manifolds, with Applications ⋮ Stable Computation of Generalized Matrix Functions via Polynomial Interpolation ⋮ Mittag--Leffler Functions and their Applications in Network Science

Uses Software

• mftoolbox

Cites Work

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