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Matrix inversion algorithms by means of automatic differentiation

Authors
Journal
Applied Mathematics Letters
0893-9659
Publisher
Elsevier
Publication Date
Volume
7
Issue
4
Identifiers
DOI: 10.1016/0893-9659(94)90004-3
Keywords
  • Automatic Differentiation
  • Matrix Inversion
  • Lu Factorization.
Disciplines
  • Computer Science

Abstract

Abstract There are many matrix inversion algorithms, some being widely known and others not as widely known. We will show that some of known elaborate formulas for matrix inversion can be derived by differentiating the logarithm of the determinant of a matrix by means of the top-down algorithm of automatic differentiation.

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