Iterative Computation of the Fréchet Derivative Of
نویسندگان
چکیده
We derive iterative methods for computing the Fréchet derivative of the map which 4 sends a full-rank matrix A to the factor U in its polar decomposition A = UH, where U has 5 orthonormal columns and H is Hermitian positive definite. The methods apply to square matrices 6 as well as rectangular matrices having more rows than columns. Our derivation relies on a novel 7 identity that relates the Fréchet derivative of the polar decomposition to the matrix sign function 8 sign(X) = X(X2)−1/2 applied to a certain block matrix X. 9
منابع مشابه
Iterative Computation of the Fréchet Derivative of the Polar Decomposition
We derive iterative methods for computing the Fréchet 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 definite. The methods apply to square matrices as well as rectangular matrices having more rows than columns. Our derivation relies on a novel identity that relates the Fréchet ...
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We derive iterative methods for computing the Fréchet derivative of the map which 6 sends a full-rank matrix A to the factor U in its polar decomposition A = UH, where U has 7 orthonormal columns and H is Hermitian positive definite. The methods apply to square matrices 8 as well as rectangular matrices having more rows than columns. Our derivation relies on a novel 9 identity that relates the ...
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