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, ...
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 ...
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 ...