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

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...

Полное описание

Библиографические подробности
Главный автор:	Giles, M
Формат:	Report
Опубликовано:	Unspecified 2008

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