Matrix inversion algorithms by means of automatic differentiation

DOI10.1016/0893-9659(94)90004-3zbMath0802.65021OpenAlexW1963895923MaRDI QIDQ1334816

V. Pereyra

Publication date: 22 September 1994

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0893-9659(94)90004-3

zbMATH Keywords

automatic differentiationLU factorizationmatrix inversion algorithms

Mathematics Subject Classification ID

Numerical differentiation (65D25) Direct numerical methods for linear systems and matrix inversion (65F05) Software, source code, etc. for problems pertaining to linear algebra (15-04)

Related Items (2)

Differentiation of matrix functionals using triangular factorization ⋮ Differentiation of generalized inverses for rational and polynomial matrices

Uses Software

• ADOL-C

Cites Work

• Automatic computation of partial derivatives and rounding error estimates with applications to large-scale systems of nonlinear equations
• Automatic differentiation: techniques and applications
• The complexity of partial derivatives
• Simultaneous computation of functions, partial derivatives and estimates of rounding errors —Complexity and practicality—
• Compact Computation of the Inverse of a Matrix
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