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In this paper we derive the explicit, closed-form, recursion-free formulae for the arbitrary-order Fréchet derivatives of the exponential and logarithmic functions in unital Banach algebras (complex ...
Timothy Li is a consultant, accountant, and finance manager with an MBA from USC and over 15 years of corporate finance experience. Timothy has helped provide CEOs and CFOs with deep-dive analytics, ...
Applications of Fréchet derivative emerge in the sensitivity analysis of matrix functions. Our work extends the generalized complex step approximation using the complex computation f(A + eiθhE) as a ...
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