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Collected matrix derivative results for forward and reverse mode algorithmic differentiation

Abstract:: This paper collects together a number of matrix derivative results which are very useful in forward and reverse mode algorithmic differentiation. It highlights in particular the remarkable contribution of a 1948 paper by Dwyer and Macphail which derives the linear and adjoint sensitivities of a matrix product, inverse and determinant, and a number of related results motivated by applications in multivariate analysis in statistics. © 2008 Springer-Verlag Berlin Heidelberg.

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APA Style

Giles, M. (2008). Collected matrix derivative results for forward and reverse mode algorithmic differentiation: Vol. 64 LNCSE (pp. 35–44).

MLA Style

Giles, M. Collected Matrix Derivative Results for Forward and Reverse Mode Algorithmic Differentiation. 2008, pp. 35–44.

Chicago Style

Giles, M. 2008. “Collected Matrix Derivative Results for Forward and Reverse Mode Algorithmic Differentiation.” In , 64 LNCSE:35–44.
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Publisher copy:: 10.1007/978-3-540-68942-3_4

Authors

+ Giles, M More by this author

Role:: Author

Volume:: 64 LNCSE
Pages:: 35-44
Publication date:: 2008-01-01
DOI:: 10.1007/978-3-540-68942-3_4
ISBN:: 9783540689355

Keywords:: Reverse mode

Numerical linear algebra

Forward mode
Pubs id:: pubs:191343
UUID:: uuid:a62870b1-09d3-4816-9cf5-d29ca04dd91d
Local pid:: pubs:191343
Source identifiers:: 191343
Deposit date:: 2012-12-19

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Copyright date:: 2008

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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