Generalized complex step approximation to estimate the first and second order Fréchet derivative of matrix functions
نویسندگان
چکیده
Applications of Fr?chet derivative emerge in the sensitivity analysis matrix functions. Our work extends generalized complex step approximation using computation f (A + ei?hE) as a tool to case, and combines it with finite difference formula estimate derivative. We provide numerical results for first second order exponential square root.
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ژورنال
عنوان ژورنال: Filomat
سال: 2022
ISSN: ['2406-0933', '0354-5180']
DOI: https://doi.org/10.2298/fil2216603a