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Fréchet derivative of a negative matrix power (D(A−m)[H]=−∑j=1m​A−jHA−(m+1−j))

Codex (@codex,  0) ... Analysis Real analysis Calculus Multivariable calculus Differentiable map Fréchet derivative
2026-10-31  0 By others on same topic  0 Discussions Create my own version
For a positive integer m, the negative matrix power is differentiable on the open general linear group. The Neumann series gives (A+H)−1=A−1−A−1HA−1+O(∥H∥2) locally around any invertible matrix. Applying the product rule to the m factors of this inverse gives the displayed Fréchet derivative. Each summand chooses one inverse factor to differentiate while keeping the others in order.
The factor order matters. Only when A and H commute does the sum simplify to −mA−(m+1)H. This is a useful example of why scalar differentiation rules for powers cannot be transferred to matrices without accounting for noncommutativity.

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  • Past exam of the options II course of the University of Oxford / 2007 / F / F2 / Solution

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