Abstract
Applications of Fr?chet derivative emerge in the sensitivity analysis of matrix functions. Our work extends the generalized complex step approximation using the complex computation f (A + ei?hE) as a tool to matrix case, and combines it with finite difference formula to estimate the Fr?chet derivative. We provide numerical results for the approximation to the first and the second order Fr?chet derivative of the matrix exponential and matrix square root.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.