The complex step approximation to the Fréchet derivative of a matrix function
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Cites work
- A Block Algorithm for Matrix 1-Norm Estimation, with an Application to 1-Norm Pseudospectra
- A Schur-Parlett Algorithm for Computing Matrix Functions
- A Schur–Newton Method for the Matrix \lowercase{\boldmathp}th Root and its Inverse
- A new scaling and squaring algorithm for the matrix exponential
- Accuracy and Stability of Numerical Algorithms
- Accurate numerical derivatives in MATLAB
- Algorithm 894: On a block Schur-Parlett algorithm for \(\varphi\)-functions based on the sep-inverse estimate
- An error analysis of the modified scaling and squaring method
- Computing the Fréchet Derivative of the Matrix Exponential, with an Application to Condition Number Estimation
- Derivatives of the matrix exponential and their computation
- Exploiting fast matrix multiplication within the level 3 BLAS
- Extensions of the first and second complex-step derivative approximations
- Functions of Matrices
- GEMM-based level 3 BLAS
- Numerical Differentiation of Analytic Functions
- On condition numbers and the distance to the nearest ill-posed problem
- Perturbation of the matrix sign function
- Solving Nonlinear Equations with Newton's Method
- Stability of a Method for Multiplying Complex Matrices with Three Real Matrix Multiplications
- The Scaling and Squaring Method for the Matrix Exponential Revisited
- The complex-step derivative approximation
- The scaling and modified squaring method for matrix functions related to the exponential
- Using Complex Variables to Estimate Derivatives of Real Functions
Cited in
(26)- Complex variable step method for sensitivity analysis of effective properties in multi-field micromechanics
- On the Fréchet derivative of matrix functions
- Efficient Bayesian inference of general Gaussian models on large phylogenetic trees
- Computing the exponential of large block-triangular block-Toeplitz matrices encountered in fluid queues
- Taylor's theorem for matrix functions with applications to condition number estimation
- Small errors in random zeroth-order optimization are imaginary
- Computing the matrix Mittag-Leffler function with applications to fractional calculus
- A Unifying Framework for Higher Order Derivatives of Matrix Functions
- Computing low‐rank approximations of the Fréchet derivative of a matrix function using Krylov subspace methods
- Estimating the Condition Number of the Fréchet Derivative of a Matrix Function
- A Taylor expansion of the square root matrix function
- The complex step approximation to the higher order Fréchet derivatives of a matrix function
- The fractional complex step method
- A formula for the Fréchet derivative of a generalized matrix function
- Iterative computation of the Fréchet derivative of the polar decomposition
- The discontinuous Galerkin spectral element methods for compressible flows on two-dimensional mixed grids
- Quaternionic step derivative: machine precision differentiation of holomorphic functions using complex quaternions
- A comparison of different methods for calculating tangent-stiffness matrices in a massively parallel computational peridynamics code
- An estimate of approximation of an analytic function of two matrices by a polynomial
- Jordan form of the Fréchet derivative of matrix functions
- Calculating a function of a matrix with a real spectrum
- Second Logarithmic Derivative of a Complex Matrix in the Chebyshev Norm
- On the accuracy of the complex-step-finite-difference method
- Jacobian-free high order local linearization methods for large systems of initial value problems
- Conditioning of matrix functions at quasi-triangular matrices
- Testing matrix function algorithms using identities
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