Conditioning of matrix functions at quasi-triangular matrices

DOI10.1137/22M1543689MaRDI QIDQ6540318zbMATH OpenFDO

Authors Awad H. Al-Mohy

Publication date 15 May 2024

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

Full work available at URL https://doi.org/10.1137/22M1543689

zbMATH Keywords

Fréchet derivativeKronecker formmatrix functionpower methodquasi-triangular matrixstructured condition numbertriangular matrix

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical computation of matrix exponential and similar matrix functions (65F60)

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Cites work

• A multiprecision derivative-free Schur-Parlett algorithm for computing matrix functions
• A new scaling and squaring algorithm for the matrix exponential
• A Schur-Parlett Algorithm for Computing Matrix Functions
• An Arbitrary Precision Scaling and Squaring Algorithm for the Matrix Exponential
• An improved Schur-Padé algorithm for fractional powers of a matrix and their Fréchet derivatives
• Arbitrary precision algorithms for computing the matrix cosine and its Fréchet derivative
• Bounds for iterates, inverses, spectral variation and fields of values of non-normal matrices
• Computing low‐rank approximations of the Fréchet derivative of a matrix function using Krylov subspace methods
• Computing the Fréchet Derivative of the Matrix Exponential, with an Application to Condition Number Estimation
• Computing the Fréchet derivative of the matrix logarithm and estimating the condition number
• Computing the wave-kernel matrix functions
• Functions of Matrices
• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• Improved inverse scaling and squaring algorithms for the matrix logarithm
• Multiprecision algorithms for computing the matrix logarithm
• New Algorithms for Computing the Matrix Sine and Cosine Separately or Simultaneously
• Structured conditioning of matrix functions
• Structured Perturbations Part I: Normwise Distances
• Structured Perturbations Part II: Componentwise Distances
• The complex step approximation to the Fréchet derivative of a matrix function
• The complex step approximation to the higher order Fréchet derivatives of a matrix function
• The Scaling and Squaring Method for the Matrix Exponential Revisited
• The structured condition number of a differentiable map between matrix manifolds, with applications

Cited in

(2)

• Structured condition number for a certain class of functions of non-commuting matrices
• Structured level-2 condition numbers of matrix functions

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