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We propose an integral representation for the higher-order Fr\'echet derivative of analytic matrix functions $f(A)$ which unifies known results for the first-order Fr\'echet derivative of general analytic matrix functions and for…

Numerical Analysis · Mathematics 2022-09-27 Marcel Schweitzer

The evaluation of a matrix exponential function is a classic problem of computational linear algebra. Many different methods have been employed for its numerical evaluation [Moler C and van Loan C 1978 SIAM Review 20 4], none of which…

Mathematical Physics · Physics 2008-11-18 D H Gebremedhin , C A Weatherford , X Zhang , A Wynn , G Tanaka

This short note provides an explicit description of the Fr\'echet derivatives of the principal square root matrix functional at any order. We present an original formulation that allows to compute sequentially the Fr\'echet derivatives of…

Numerical Analysis · Mathematics 2018-01-03 Pierre Del Moral , Angele Niclas

We propose a quadrature-based formula for computing the exponential function of matrices with a non-oscillatory integral on an infinite interval and an oscillatory integral on a finite interval. In the literature, existing quadrature-based…

Numerical Analysis · Mathematics 2024-12-02 Masato Suzuki , Ken'ichiro Tanaka

We use isomorphism $\varphi$ between matrix algebras and simple orthogonal Clifford algebras $\cl(Q)$ to compute matrix exponential ${e}^{A}$ of a real, complex, and quaternionic matrix A. The isomorphic image $p=\varphi(A)$ in $\cl(Q),$…

Mathematical Physics · Physics 2015-06-26 Rafal Ablamowicz

Purpose of writing this paper is to solve a transcendental function containing a product of a variable and its double exponential by a unique method of approximation. If the value of the said product is given, then its inverse function is…

Numerical Analysis · Mathematics 2025-11-25 Narinder Kumar Wadhawan

In this paper we use the power of the outer exponential $\Lambda^B$ of a bivector $B$ to see the so-called invariant decomposition from a different perspective. This is deeply connected with the eigenvalues for the adjoint action of $B$, a…

Mathematical Physics · Physics 2025-10-16 David Eelbode , Martin Roelfs , Steven De Keninck

We derive iterative methods for computing the Fr\'{e}chet derivative of the map which sends a full-rank matrix $A$ to the factor $U$ in its polar decomposition $A=UH$, where $U$ has orthonormal columns and $H$ is Hermitian positive…

Numerical Analysis · Mathematics 2016-08-17 Evan S. Gawlik , Melvin Leok

We define and study symmetrized and antisymmetrized multivariate exponential functions. They are defined as determinants and antideterminants of matrices whose entries are exponential functions of one variable. These functions are…

Classical Analysis and ODEs · Mathematics 2009-11-13 A. Klimyk , J. Patera

The tensor t-function, a formalism that generalizes the well-known concept of matrix functions to third-order tensors, is introduced in [K. Lund, The tensor t-function: a definition for functions of third-order tensors, Numer. Linear…

Numerical Analysis · Mathematics 2023-06-19 Kathryn Lund , Marcel Schweitzer

Analytic perturbation theory for matrices and operators is an immensely useful mathematical technique. Most elementary introductions to this method have their background in the physics literature, and quantum mechanics in particular. In…

Spectral Theory · Mathematics 2022-04-26 Bassam Bamieh

We show an explicit formula, with a quite easy deduction, for the exponential matrix $e^{tA}$ of a real square matrix $A$ of order $n\times n$. The elementary method developed requires neither Jordan canonical form, nor eigenvectors, nor…

Classical Analysis and ODEs · Mathematics 2022-02-15 Oswaldo Rio Branco de Oliveira

Several methods for computing the action of the matrix exponential $\mathrm{e}^{\boldsymbol{A}} \boldsymbol{b}$ are expressed by substituting $\boldsymbol{A}$ into a rational approximation of the scalar exponential function. The error of…

Numerical Analysis · Mathematics 2026-03-13 Fuminori Tatsuoka , Yuto Miyatake , Tomohiro Sogabe

We present a method to derive new explicit expressions for bidiagonal decompositions of Vandermonde and related matrices such as the (q-, h-) Bernstein-Vandermonde ones, among others. These results generalize the existing expressions for…

A function $\mathfrak{F}$ with simple and nice algebraic properties is defined on a subset of the space of complex sequences. Some special functions are expressible in terms of $\mathfrak{F}$, first of all the Bessel functions of first…

Mathematical Physics · Physics 2010-11-05 F. Stampach , P. Stovicek

We give a formula for matrix exponentials and partial fraction decompositions.

General Mathematics · Mathematics 2007-05-23 Pierre-Yves Gaillard

We describe solutions of the matrix equation $\exp(z(A-I_n))=A$, where $z \in {\mathbb C}$. Applications in quantum computing are given. Both normal and nonnormal matrices are studied. For normal matrices, the Lambert W-function plays a…

Mathematical Physics · Physics 2015-01-22 Willi-Hans Steeb , Yorick Hardy

If $f$ is a symmetric complex-valued function on the $m$-fold Cartesian product of the set of non-negative reals and $A$ is a positive semi-definite $m\times m$ matrix with eigenvalues $\lambda_j$, we set…

Functional Analysis · Mathematics 2016-12-13 Lutz Klotz , Conrad Mädler

The computation of the matrix exponential is a ubiquitous operation in numerical mathematics, and for a general, unstructured $n\times n$ matrix it can be computed in $\mathcal{O}(n^3)$ operations. An interesting problem arises if the input…

Numerical Analysis · Mathematics 2021-06-02 Daniel Kressner , Robert Luce

An algorithm for computing an analytic function of a matrix $A$ is described. The algorithm is intended for the case where $A$ has some close eigenvalues, and clusters (subsets) of close eigenvalues are separated from each other. This…

Numerical Analysis · Mathematics 2023-12-13 V. G. Kurbatov , I. V. Kurbatova
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