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Reference: M. Giles, (2008). An extended collection of matrix derivative results for forward and reverse mode automatic differentiation. Unspecified.Citable link to this page:

 

An extended collection of matrix derivative results for forward and reverse mode automatic differentiation

Abstract: This paper collects together a number of matrix derivative results which are very useful in forward and reverse mode algorithmic differentiation (AD). 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.This is an extended version of a paper which will appear in the proceedings of AD2008, the 5th International Conference on Automatic Differentiation.

Bibliographic Details

Issue Date: 2008-01Identifiers

Urn: uuid:8d0c0a29-c92b-4153-a1d2-38b276e93124 Item Description

Type: Technical Report;

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Author: M. Giles - - - - Bibliographic Details Issue Date: 2008-01 - Identifiers Urn: uuid:8d0c0a29-c92b-4153-a1d2-38b276e93124 - - - Ite

Source: https://ora.ox.ac.uk/objects/uuid:8d0c0a29-c92b-4153-a1d2-38b276e93124



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