Computing the fréchet derivative of the matrix exponential, with an application to condition number estimation

SIAM Journal on Matrix Analysis and Applications

Volumn 30, Issue 4, 2008, Pages 1639-1657

  Al Mohy, Awad H ^a   Higham, Nicholas J ^a  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Backward error analysis; Condition number estimation; Fr chet derivative; Matrix exponential; Matrix function; Matrix iteration; Matrix polynomial; Pad approximation; Scaling and squaring method

Indexed keywords

BACKWARD ERROR ANALYSIS; CONDITION NUMBER ESTIMATION; MATRIX EXPONENTIAL; MATRIX FUNCTION; MATRIX ITERATION; MATRIX POLYNOMIAL; SCALING AND SQUARING METHOD;

ALGORITHMS; COMPUTER SCIENCE; ERROR ANALYSIS; ESTIMATION; FUNCTION EVALUATION; LEAST SQUARES APPROXIMATIONS; NUMBER THEORY; POLYNOMIAL APPROXIMATION;

MATRIX ALGEBRA;

EID: 70449440430     PISSN: 08954798     EISSN: 10957162     Source Type: Journal    
DOI: 10.1137/080716426     Document Type: Article

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