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Frechet Derivatives of Matrix Functions and Applications

  1. Frechet Derivatives of Matrix Functions and Applications Samuel Relton samuel.relton@maths.man.ac.uk @sdrelton samrelton.com blog.samrelton.com Joint work with Nicholas J. Higham higham@maths.man.ac.uk @nhigham www.maths.man.ac.uk/~higham nickhigham.wordpress.com University of Manchester, UK September 4, 2014 Sam Relton (UoM) Derivatives of matrix functions September 4, 2014 1 / 23
  2. Outline Matrix Functions, their Derivatives, and the Condition Number Elementwise Sensitivity Physics: Nuclear Activation Sensitivity Problem Dierential Equations: Predicting Algebraic Error in the FEM Sam Relton (UoM) Derivatives of matrix functions September 4, 2014 2 / 23
  3. Matrix Functions We are interested in functions f : Cnn7! Cnn e.g. Matrix Exponential eA = 1X k=0 Ak k! Matrix Cosine cos(A) = 1X k=0 (
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