Corpus ID: 17431500

An extended collection of matrix derivative results for forward and reverse mode algorithmic dieren tiation

@inproceedings{Giles2008AnEC,
  title={An extended collection of matrix derivative results for forward and reverse mode algorithmic dieren tiation},
  author={Michael B. Giles},
  year={2008}
}
This paper collects together a number of matrix derivative results which are very useful in forward and reverse mode algorithmic differentiation (AD). It highlights in particular the remarkable contribution of a 1948 paper by Dwyer and Macphail which derives the linear and adjoint sensitivities of a matrix product, inverse and determinant, and a number of related results motivated by applications in multivariate analysis in statistics. This is an extended version of a paper which will appear… Expand
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