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2016.24: A formula for the Frechet derivative of a generalized matrix function

2016.24: Vanni Noferini (2016) A formula for the Frechet derivative of a generalized matrix function. SIAM Journal of Matrix Analysis and Applications (2016.24). ISSN 1749-9097

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Abstract

We state and prove an extension of the Daleckii-Krein theorem, thus obtaining an explicit formula for the Frechet derivative of generalized matrix functions. Moreover, we prove the differentiability of generalized matrix functions of real matrices under very mild assumptions. For complex matrices, we argue that generalized matrix functions are real differentiable but generally not complex differentiable. Finally, we discuss the application of our result to the study of the condition number of generalized matrix functions. Along our way, we also derive generalized matrix functional analogues of a few classical theorems on polynomial interpolation of classical matrix functions and their derivatives.

Item Type:Article
Uncontrolled Keywords:generalized matrix function, Daleckii-Krein theorem, Gateaux derivative, Frechet derivative, condition number
Subjects:MSC 2000 > 15 Linear and multilinear algebra; matrix theory
MSC 2000 > 65 Numerical analysis
MIMS number:2016.24
Deposited By:Dr V Noferini
Deposited On:24 April 2017

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