Extension and further development of the differential calculus for matrix norms with applications

  • Authors:
  • L. Kohaupt

  • Affiliations:
  • Prager Strasse 9, D-10779 Berlin, Germany

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2003

Quantified Score

Hi-index 7.29

Visualization

Abstract

In this paper, the differential calculus for the operator norms || ċ ||p, p ∈ {1,2, ∞}, of the fundamental matrix or evolution φ(t) = e At, t ≥ 0, of a complex n × n matrix A, introduced by the author in a former paper, is extended to m times continuously differentiable matrix functions χ(t), t ≥ 0, and developed further for other p-norms | ċ |p 1 p t) are obtained. In addition, for this function Φ(t), formulae for the first two logarithmic derivatives D+1|Φ(0)|p and D+2|Φ(0)|p, 1 p t), t ≥ 0 (that is, a matrix power function) and on the difference (or remainder) R(t) = Φ(t) - Ψ(t), t ≥ 0, are derived. The discrete evolution occurs when a step-by-step method is employed to approximate the exact solution of the initial-value problem x(t) = Ax(t), x(0)= x0, which here models a vibration problem. The results are applied to the computation of the optimal upper bounds on ||R(t)||∞, ||R(t)||2, and |R(t)|2.