The complex step approximation to the higher order Fréchet derivatives of a matrix function

DOI10.1007/s11075-020-00998-3zbMath1469.65085OpenAlexW3082404345MaRDI QIDQ2035509

Awad H. Al-Mohy, Bahar Arslan

Publication date: 24 June 2021

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-020-00998-3

zbMATH Keywords

Fréchet derivativematrix functioncomplex step approximationhigher order Fréchet derivativeaction of matrix functions

Mathematics Subject Classification ID

Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items (2)

A Unifying Framework for Higher Order Derivatives of Matrix Functions ⋮ Structured level-2 condition numbers of matrix functions

Uses Software

• mftoolbox

Cites Work

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