Estimating the Condition Number of the Fréchet Derivative of a Matrix Function

DOI10.1137/130950082zbMath1377.65054OpenAlexW2089455595WikidataQ56998661 ScholiaQ56998661MaRDI QIDQ5176068

Nicholas J. Higham, Samuel D. Relton

Publication date: 2 March 2015

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

Full work available at URL: http://eprints.maths.manchester.ac.uk/2197/1/130950082.pdf

zbMATH Keywords

expmalgorithmnumerical experimentscondition numberFréchet derivativematrix exponentialmatrix \(p\)th rootmatrix functionKronecker formmatrix logarithm\texttt{MATLAB}matrix powerslogmsqrtm

Mathematics Subject Classification ID

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

Related Items (3)

Approximating the leading singular triplets of a large matrix function ⋮ Testing Matrix Function Algorithms Using Identities ⋮ Arbitrary Precision Algorithms for Computing the Matrix Cosine and its Fréchet Derivative

Uses Software

• Matlab
• mctoolbox

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