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On using the complex step method for the approximation of Fréchet derivatives of matrix functions in automorphism groups (2112.06786v2)
Published 13 Dec 2021 in math.NA and cs.NA
Abstract: We show, that the Complex Step approximation to the Fr\'echet derivative of real matrix functions is applicable to the matrix sign, square root and polar mapping using iterative schemes. While this property was already discovered for the matrix sign using Newton's method, we extend the research to the family of Pad\'e iterations, that allows us to introduce iterative schemes for finding function and derivative values while approximately preserving automorphism group structure.
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