An extended collection of matrix derivative results for forward and reverse mode automatic differentiation
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...
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| Format: | Report |
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Unspecified
2008
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| _version_ | 1826284255232131072 |
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| author | Giles, M |
| author_facet | Giles, M |
| author_sort | Giles, M |
| collection | OXFORD |
| description | 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. |
| first_indexed | 2024-03-07T01:11:08Z |
| format | Report |
| id | oxford-uuid:8d0c0a29-c92b-4153-a1d2-38b276e93124 |
| institution | University of Oxford |
| last_indexed | 2024-03-07T01:11:08Z |
| publishDate | 2008 |
| publisher | Unspecified |
| record_format | dspace |
| spelling | oxford-uuid:8d0c0a29-c92b-4153-a1d2-38b276e931242022-03-26T22:48:43ZAn extended collection of matrix derivative results for forward and reverse mode automatic differentiationReporthttp://purl.org/coar/resource_type/c_93fcuuid:8d0c0a29-c92b-4153-a1d2-38b276e93124Mathematical Institute - ePrintsUnspecified2008Giles, MThis 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. |
| spellingShingle | Giles, M An extended collection of matrix derivative results for forward and reverse mode automatic differentiation |
| title | An extended collection of matrix derivative results for forward and reverse mode automatic differentiation |
| title_full | An extended collection of matrix derivative results for forward and reverse mode automatic differentiation |
| title_fullStr | An extended collection of matrix derivative results for forward and reverse mode automatic differentiation |
| title_full_unstemmed | An extended collection of matrix derivative results for forward and reverse mode automatic differentiation |
| title_short | An extended collection of matrix derivative results for forward and reverse mode automatic differentiation |
| title_sort | extended collection of matrix derivative results for forward and reverse mode automatic differentiation |
| work_keys_str_mv | AT gilesm anextendedcollectionofmatrixderivativeresultsforforwardandreversemodeautomaticdifferentiation AT gilesm extendedcollectionofmatrixderivativeresultsforforwardandreversemodeautomaticdifferentiation |