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Table Of Contents

Abstract
Declaration
Copyright Statement
Publications
Acknowledgements
Dedication
Background
1.1 Introduction
1.2 Definitions
1.3 Properties
1.4 Floating point arithmetic
1.5 Forward and backward errors
1.6 Fr´echet derivative and conditioning of a ma-
1.6.1 Kronecker form of the Fr´echet derivative
1.6.2 Computing or estimating the condition number
2.1 Introduction
2.2 Squaring phase for triangular matrices
matrix with s = 0: 53
2.3 The existing scaling and squaring algorithm
2.4 Practical bounds for norm of matrix power se-
2.5 New algorithm
2.6 Numerical experiments
2.7 Cost of Pad´e versus Taylor approximants within
2.7.1 Single precision
3.1 Introduction
3.2 Exponential integrators: avoiding the ϕ func-
3.3 Computing eA
3.3.1 Preprocessing and termination criterion
3.4 Rounding error analysis and conditioning
3.6 Numerical experiments
4.1 Introduction
4.2 Fr´echet derivative via function of block trian-
4.3 Fr´echet derivative via power series
4.4 Cost analysis for polynomials
4.5 Computational framework
4.7 Condition number estimation
Matrix Function
5.1 Introduction
5.2 Complex step approximation: scalar case
5.3 Complex step approximation: matrix case
5.4 Cost analysis
5.5 Sign function
5.6 Accuracy
5.7 Numerical experiments
Conclusions
Bibliography
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Algorithms for the Matrix Exponential and Frechet Derivative

Algorithms for the Matrix Exponential and Frechet Derivative

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Published by: Julio Cesar Barraza Bernaola on Oct 11, 2013
Copyright:Attribution Non-commercial

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