Perturbation theory for the matrix square root and matrix modulus
Abstract
We provide first order perturbation formulas for the matrix square root (in the positive semi-definite case) and the matrix modulus (in the general case). The results are new for singular matrices, and extend previously known Fr\'echet differentiability formulas provided by the Daleckii-Krein theorem.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.