The complex step approximation to the fréchet derivative of a matrix function

Numerical Algorithms

Volumn 53, Issue 1, 2010, Pages 133-148

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

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Block 1 norm estimator; Complex arithmetic; Complex step approximation; Condition number estimation; Finite difference; Fr chet derivative; Matrix function; Matrix sign function

Indexed keywords

EID: 77952550387     PISSN: 10171398     EISSN: 15729265     Source Type: Journal    
DOI: 10.1007/s11075-009-9323-y     Document Type: Article

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