Differentiation of matrix functionals using triangular factorization
نویسندگان
چکیده
منابع مشابه
Differentiation of matrix functionals using triangular factorization
In various applications, it is necessary to differentiate a matrix functional w(A(x)), where A(x) is a matrix depending on a parameter vector x. Usually, the functional itself can be readily computed from a triangular factorization of A(x). This paper develops several methods that also use the triangular factorization to efficiently evaluate the first and second derivatives of the functional. B...
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 2011
ISSN: 0025-5718,1088-6842
DOI: 10.1090/s0025-5718-2011-02451-8