On evaluating higher-order derivatives of the QR decomposition of tall matrices with full column rank in forward and reverse mode algorithmic differentiation

DOI10.1080/10556788.2011.610454zbMATH Open1242.65048OpenAlexW2143934028MaRDI QIDQ2885486FDOQ2885486

Lutz Lehmann, René Lamour, Sebastian F. Walter

Publication date: 23 May 2012

Published in: Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2011.610454

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zbMATH Keywords

algorithmsalgorithmic differentiationautomatic differentiationnull spaceQR decompositionsforward/reverse modehigher-order derivative evaluationunivariate Taylor polynomial arithmetic

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Polynomials in general fields (irreducibility, etc.) (12E05) Numerical differentiation (65D25) Orthogonalization in numerical linear algebra (65F25) Implicit function theorems; global Newton methods on manifolds (58C15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Evaluating Derivatives
• Title not available (Why is that?)
• A mathematical view of automatic differentiation
• Multistage approaches for optimal offline checkpointing
• Evaluating higher derivative tensors by forward propagation of univariate Taylor series
• Title not available (Why is that?)
• Collected matrix derivative results for forward and reverse mode algorithmic differentiation

Cited In (3)

• Projector based integration of DAEs with the Taylor series method using automatic differentiation
• A Grassmann manifold handbook: basic geometry and computational aspects
• Scalable symmetric Tucker tensor decomposition

Uses Software

• NumPy

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