The complex step approximation to the Fréchet derivative of a matrix function
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Publication:849151
DOI10.1007/s11075-009-9323-yzbMath1188.65054OpenAlexW2106713925WikidataQ56998722 ScholiaQ56998722MaRDI QIDQ849151
Awad H. Al-Mohy, Nicholas J. Higham
Publication date: 24 February 2010
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-009-9323-y
Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Numerical computation of matrix norms, conditioning, scaling (65F35)
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Uses Software
Cites Work
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