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

DOI10.1080/10556788.2011.610454MaRDI QIDQ2885486zbMATH OpenOpenAlexFDO

Authors Sebastian F. Walter, Lutz Lehmann, René Lamour

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

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)

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Cites work

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• A mathematical view of automatic differentiation
• Collected matrix derivative results for forward and reverse mode algorithmic differentiation
• Evaluating Derivatives
• Evaluating higher derivative tensors by forward propagation of univariate Taylor series
• Multistage approaches for optimal offline checkpointing

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

Describes a project that uses

Uses Software

• NumPy

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