Efficient Automatic Differentiation of Matrix Functions

DOI10.1007/978-3-642-30023-3_7zbMath1251.65032OpenAlexW196608856MaRDI QIDQ2913121

Vaibhava Goel, Steven J. Rennie, Peder A. Olsen

Publication date: 26 September 2012

Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-30023-3_7

zbMATH Keywords

automatic differentiationKronecker productSylvester equationbox productmatrix differentiationreverse mode

Mathematics Subject Classification ID

Numerical differentiation (65D25) Matrix exponential and similar functions of matrices (15A16)

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