# 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={M. 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… CONTINUE READING

57 Citations

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