Generalized Complex Step Approximation to Estimate the First and Second Order Frechet Derivative of Matrix Functions
Küçük Resim Yok
Tarih
2022
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Univ Nis, Fac Sci Math
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
Applications of Frechet derivative emerge in the sensitivity analysis of matrix functions. Our work extends the generalized complex step approximation using the complex computation f (A + e(i theta)hE) as a tool to matrix case, and combines it with finite difference formula to estimate the Frechet derivative. We provide numerical results for the approximation to the first and the second order Frechet derivative of the matrix exponential and matrix square root.
Açıklama
Anahtar Kelimeler
Frechet derivative, complex step approximation, finite difference, matrix exponential, Matrix square root
Kaynak
Filomat
WoS Q Değeri
Q3
Scopus Q Değeri
Q2
Cilt
36
Sayı
16
