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Fréchet Derivative Approximation.pdf

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Preview of Fréchet Derivative Approximation
🔗 Source: eprints.maths.manchester.ac.uk
📊 Size: 273 KB
📄 Pages: 16 pages
⬇️ Downloads: 97

Summary

The Fréchet derivative of a matrix function f at A in the direction E can be approximated by Im f(A + ihE)/h for some suitably small h, which is a generalization of the complex step approximation known in the scalar case, and is proved to be of second order in h for analytic functions f and also for the matrix sign function.

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The Fréchet derivative of a matrix function f at A in the direction E can be approximated by Im f(A + ihE)/h for some suitably small h, which is a...

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  • File Format: PDF
  • File Size: 273 KB
  • Pages: 16
  • Language: EN
  • Total Downloads: 97
  • Last Updated: 4 weeks ago

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