Computing the Fréchet Derivative of the Matrix Logarithm and Estimating the Condition Number
Computing the Fréchet Derivative of the Matrix Logarithm and Estimating the Condition Number
The most popular method for computing the matrix logarithm is the inverse scaling and squaring method, which is the basis of the recent algorithm of Al-Mohy and Higham [SIAM J. Sci. Comput., 34 (2012), pp. C152--C169]. For real matrices we develop a version of the latter algorithm that works entirely …