Computing low‐rank approximations of the Fréchet derivative of a matrix function using Krylov subspace methods

The Fréchet derivative Lf(A,E) of the matrix function f(A) plays an important role in many different applications, including condition number estimation and network analysis. We present several different Krylov subspace methods for computing low‐rank approximations of Lf(A,E) when the direction term...

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Bibliographic Details

Published in:	Numerical linear algebra with applications Vol. 28; no. 6
Main Authors:	Kandolf, Peter, Koskela, Antti, Relton, Samuel D., Schweitzer, Marcel
Format:	Journal Article
Language:	English
Published:	Oxford Wiley Subscription Services, Inc 01.12.2021
Subjects:	Approximation Computation Fréchet derivative Krylov subspace matrix exponential matrix function Network analysis Stieltjes function Subspace methods
ISSN:	1070-5325, 1099-1506
Online Access:	Get full text
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