A Taylor expansion of the square root matrix functional
| hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
| dc.contributor.author | DEL MORAL, Pierre | |
| hal.structure.identifier | École normale supérieure de Lyon [ENS de Lyon] | |
| dc.contributor.author | NICLAS, A | |
| dc.date.accessioned | 2024-04-04T03:08:34Z | |
| dc.date.available | 2024-04-04T03:08:34Z | |
| dc.date.issued | 2017-05-23 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/193538 | |
| dc.description.abstractEn | 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. | |
| dc.language.iso | en | |
| dc.subject.en | spectral and Frobenius norms | |
| dc.subject.en | Fréchet derivative | |
| dc.subject.en | square root matrices | |
| dc.subject.en | Sylvester equation | |
| dc.title.en | A Taylor expansion of the square root matrix functional | |
| dc.type | Rapport | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.identifier.arxiv | 1705.08561 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.type.institution | Arxiv | |
| bordeaux.type.report | rr | |
| hal.identifier | hal-01593833 | |
| hal.version | 1 | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-01593833v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.date=2017-05-23&rft.au=DEL%20MORAL,%20Pierre&NICLAS,%20A&rft.genre=unknown |
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