A Taylor expansion of the square root matrix functional
Langue
en
Rapport
Ce document a été publié dans
2017-05-23
Résumé en anglais
This short note provides an explicit description of the Fréchet derivatives of the principal square root matrix functional at any order. We present an original formulation that allows to compute sequentially the Fréchet ...Lire la suite >
This short note provides an explicit description of the Fréchet derivatives of the principal square root matrix functional at any order. We present an original formulation that allows to compute sequentially the Fréchet derivatives of the matrix square root at any order starting from the first order derivative. A Taylor expansion at any order with an integral remainder term is also provided, yielding the first result of this type for this class of matrix functional.< Réduire
Mots clés en anglais
spectral and Frobenius norms
Fréchet derivative
square root matrices
Sylvester equation
Origine
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