Generalized Complex Step Approximation to Estimate the First and Second Order Frechet Derivative of Matrix Functions

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dc.contributor.authorArslan, Bahar
dc.contributor.authorAl-Mohy, Awad H.
dc.date.accessioned2026-02-12T21:04:52Z
dc.date.available2026-02-12T21:04:52Z
dc.date.issued2022
dc.departmentBursa Teknik Üniversitesi
dc.description.abstractApplications 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.
dc.description.sponsorshipDeanship of Scientific Research at King Khalid University [R.G.P. 1/113/40]
dc.description.sponsorshipWe thank the Deanship of Scientific Research at King Khalid University for funding this work through Research Group Program under Grant no. R.G.P. 1/113/40.
dc.identifier.doi10.2298/FIL2216603A
dc.identifier.endpage5614
dc.identifier.issn0354-5180
dc.identifier.issue16
dc.identifier.scopus2-s2.0-85146288666
dc.identifier.scopusqualityQ2
dc.identifier.startpage5603
dc.identifier.urihttps://doi.org/10.2298/FIL2216603A
dc.identifier.urihttps://hdl.handle.net/20.500.12885/6702
dc.identifier.volume36
dc.identifier.wosWOS:000964325200021
dc.identifier.wosqualityQ3
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherUniv Nis, Fac Sci Math
dc.relation.ispartofFilomat
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_WoS_20260212
dc.subjectFrechet derivative
dc.subjectcomplex step approximation
dc.subjectfinite difference
dc.subjectmatrix exponential
dc.subjectMatrix square root
dc.titleGeneralized Complex Step Approximation to Estimate the First and Second Order Frechet Derivative of Matrix Functions
dc.typeArticle

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