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20102025
most citedHigher-order derivatives of the QR and of the real symmetric eigenvalue decomposition in forward and reverse mode algorithmic differentiation

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math.NA2010★ 1 cited

Higher-order derivatives of the QR and of the real symmetric eigenvalue decomposition in forward and reverse mode algorithmic differentiation

Sebastian F. Walter, Lutz Lehmann, René Lamour

We address the task of higher-order derivative evaluation of computer programs that contain QR decompositions and real symmetric eigenvalue decompositions. The approach is a combin…