A Taylor expansion of the square root matrix functional
Language
en
Rapport
This item was published in
2017-05-23
English Abstract
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 ...Read more >
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.Read less <
English Keywords
spectral and Frobenius norms
Fréchet derivative
square root matrices
Sylvester equation
Origin
Hal imported