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

DOI10.1137/16M1077969zbMath1369.65064WikidataQ61308083 ScholiaQ61308083MaRDI QIDQ5350213

Samuel D. Relton, Peter Kandolf

Publication date: 28 August 2017

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

zbMATH Keywords

condition numberFréchet derivativematrix exponentialKrylov subspacematrix functionblock Krylov subspace

Mathematics Subject Classification ID

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

Related Items

Sensitivity of Matrix Function Based Network Communicability Measures: Computational Methods and A Priori Bounds, A Unifying Framework for Higher Order Derivatives of Matrix Functions, The Fréchet derivative of the tensor t-function, 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

Uses Software

• SparseMatrix
• mctoolbox
• mftoolbox

Cites Work

• Unnamed Item
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