Advanced Search
MyIDEAS: Login to save this paper or follow this series

Automation of Nested Matrix and Derivative Operations

Contents:

Author Info

  • Kalaba, Robert E.
  • Plum, Thomas
  • Tesfatsion, Leigh S.

Abstract

In Kalaba, Tesfatsion, and Wang (JMAA,1983) an algorithm was developed for the exact forward-mode automatic evaluation of higher-order partial derivatives of functions of many variables using derivative arrays. This algorithm was supported by a library of "calculus subroutines" for many standard one-variable and two-variable functions. This article extends the FEED library to permit the automatic differentiation of expressions involving nested matrix and derivative operations. The need to differentiate such expressions arose naturally in the course of designing sequential filters for a class of nonlinear tracking problems. Annotated pointers to related work can be accessed at: http://www.econ.iastate.edu/tesfatsi/nasahome.htm

Download Info

To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Bibliographic Info

Paper provided by Iowa State University, Department of Economics in its series Staff General Research Papers with number 11202.

as in new window
Length:
Date of creation: 01 Jan 1987
Date of revision:
Publication status: Published in Applied Mathematics and Computation 1987, vol. 23, pp. 243-268
Handle: RePEc:isu:genres:11202

Contact details of provider:
Postal: Iowa State University, Dept. of Economics, 260 Heady Hall, Ames, IA 50011-1070
Phone: +1 515.294.6741
Fax: +1 515.294.0221
Email:
Web page: http://www.econ.iastate.edu
More information through EDIRC

Related research

Keywords: automatic differentiation; nested matrix and derivative operations; FEED library;

Find related papers by JEL classification:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Max E. Jerrell, 1999. "Environments for Global Optimization Using Interval Arithmetic and Computational (Automatic) Differentiation," Computing in Economics and Finance 1999 1321, Society for Computational Economics.
  2. Max E. Jerrell, . "Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models," Computing in Economics and Finance 1996 _028, Society for Computational Economics.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:isu:genres:11202. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Stephanie Bridges) The email address of this maintainer does not seem to be valid anymore. Please ask Stephanie Bridges to update the entry or send us the correct address.

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.