## Fractional Matrix Powers with Frechet Derivatives and Condition Number Estimate

version 1.1.0.0 (14.3 KB) by
Computing matrix power A^p in complex/real arithmetic, with condition number and Frechet derivatives

Updated 6 May 2013

Computes the p'th power A^p of the matrix A for arbitrary real -1<p<1 and A with no nonpositive real eigenvalues, by the Schur-Pade algorithm. It also computes the Frechet derivative of A^p in any direction E and estimates the condition number for computing the matrix power.

This submission contains two functions: powerm_pade_fre.m uses complex arithmetic;
powerm_pade_fre_real.m uses real arithmetic which is intended for the case where both A and E are real.

The codes can be called in the following ways (same for powerm_pade_fre_real.m):

where X is A^p, F is the Frechet derivative at A in the direction E, COND is the condition number estimate, NSQ is the number of matrix square roots computed and M is the degree of the Pade approximant used in the algorithm.

Function TEST_GALLERY.M runs a simple test of the codes. Matrix Function Toolbox (MFT) must be installed. Obtain it from http://www.maths.manchester.ac.uk/~higham/mftoolbox

More details can be found in:

N. J. Higham and L. Lin,
An Improved Schur--Pade Algorithm for Fractional Powers of a Matrix and their Frechet Derivatives
MIMS Eprint 2013.1, January 2013, revised May 2013.
http://eprints.ma.man.ac.uk/1972/

### Cite As

Lijing Lin (2022). Fractional Matrix Powers with Frechet Derivatives and Condition Number Estimate (https://www.mathworks.com/matlabcentral/fileexchange/41621-fractional-matrix-powers-with-frechet-derivatives-and-condition-number-estimate), MATLAB Central File Exchange. Retrieved .

##### MATLAB Release Compatibility
Created with R2012b
Compatible with any release
##### Platform Compatibility
Windows macOS Linux

### Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!