High-Order Automatic Differentiation of Unmodified Linear Algebra Routines via Nilpotent Matrices
<p> This work presents a new automatic differentiation method, Nilpotent Matrix Differentiation (NMD), capable of propagating any order of mixed or univariate derivative through common linear algebra functions—most notably third-party sparse solvers and decomposition routines, in add...
| Main Author: | |
|---|---|
| Language: | EN |
| Published: |
University of Colorado at Boulder
2017
|
| Subjects: | |
| Online Access: | http://pqdtopen.proquest.com/#viewpdf?dispub=10270502 |