Differentiation of matrix functionals using triangular factorization
DOI10.1090/S0025-5718-2011-02451-8zbMath1219.65044OpenAlexW2007767479MaRDI QIDQ3015047
Mark A. Lukas, Robert S. Anderssen, Frank R. de Hoog
Publication date: 8 July 2011
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0025-5718-2011-02451-8
algorithmssmoothing splinesmaximum likelihoodalgorithmic differentiationtriangular factorizationcovariance selectionfirst and second derivativeslog determinantdifferentiation matrix functionalslog-det relationshipsrobust generalized cross validation
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