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arXiv 1703.08804math.NAcs.NA
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关于矩阵-矩阵指数运算的条件性

On the conditioning of the matrix-matrix exponentiation

Polytechnic Institute of Coimbra/ISEC(科英布拉理工学院/ISEC);Institute of Systems and Robotics, University of Coimbra(科英布拉大学系统机器人研究所);Department of Mathematics, Robat Karim Branch, Islamic Azad University(伊斯兰阿扎德大学罗巴特卡里姆分校数学系)

João R. Cardoso, Amir Sadeghi

AI总结:

本文研究了矩阵-矩阵指数运算的条件性,推导了其Frechet导数和条件数的新结果,并提出计算相对条件数的算法。

摘要:

如果A没有闭合负实轴上的特征值,且B是任意复方阵,则矩阵-矩阵指数运算定义为A^B:=e^{log(A)B}。该函数出现在von Neumann的量子力学熵中,并在其他科学和工程领域有应用。由于A和B通常不交换,这种双变量矩阵函数可能不是通常定义的主矩阵函数,从而引发许多挑战性问题。本文重新审视该函数并推导了相关新结果。特别强调其Frechet导数和条件性。我们提出了双变量矩阵函数的Frechet导数的一般结果,其应用不仅限于矩阵-矩阵指数运算,还扩展到其他函数,如二阶Frechet导数和某些出现在矩阵迭代方法中的迭代函数。讨论了Frechet导数的数值计算,并提出计算A^B相对条件数的算法。包含了一些数值实验。

英文摘要:

If ${A}$ has no eigenvalues on the closed negative real axis, and $B$ is arbitrary square complex, the matrix-matrix exponentiation is defined as $A^B:=e^{\log({A}){B}}$. This function arises, for instance, in Von Newmann's quantum-mechanical entropy, which in turn finds applications in other areas of science and engineering. Since in general $A$ and $B$ do not commute, this bivariate matrix function may not be a primary matrix function as commonly defined, which raises many challenging issues. In this paper, we revisit this function and derive new related results. Particular emphasis is given to its Fréchet derivative and conditioning. We present a general result on the Fréchet derivative of bivariate matrix functions with applications not only to the matrix-matrix exponentiation but also to other functions, such as the second order Fréchet derivatives and some iteration functions arising in matrix iterative methods. The numerical computation of the Fréchet derivative is discussed and an algorithm for computing the relative condition number of $A^B$ is proposed. Some numerical experiments are included.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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