BibTeX
@ARTICLE{
Walter2012Oeh,
author = "Walter, Sebastian F. and Lehmann, Lutz and Lamour, Ren\'{e}",
title = "On evaluating higher-order derivatives of the {QR} decomposition of tall matrices with
full column rank in forward and reverse mode algorithmic differentiation",
journal = "Optimization Methods and Software",
volume = "27",
number = "2",
pages = "391--403",
year = "2012",
doi = "10.1080/10556788.2011.610454",
url = "http://www.tandfonline.com/doi/abs/10.1080/10556788.2011.610454",
eprint = "http://www.tandfonline.com/doi/pdf/10.1080/10556788.2011.610454",
abstract = "We address the task of higher-order derivative evaluation of computer programs that
contain QR decompositions of tall matrices with full column rank. The approach is a combination of
univariate Taylor polynomial arithmetic and matrix calculus in the (combined) forward/reverse mode
of algorithmic differentiation (AD). Explicit algorithms are derived and presented in an accessible
form.",
ad_theotech = "Higher Order, Taylor Arithmetic"
}
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