Differentiation of matrix functionals using triangular factorization

Mathematics of Computation

Volumn 80, Issue 275, 2011, Pages 1585-1600

  de Hoog, F R ^a   Anderssen, R S ^a   Lukas, M A ^b  

^a CSIRO   (Australia)

^b MURDOCH UNIVERSITY   (Australia)

Author keywords

Algorithmic differentiation; Covariance selection; Differentiation matrix functionals; Log det relationships; REML; Robust generalized cross validation; Smoothing splines; Triangular factorization

Indexed keywords

EID: 79955653232     PISSN: 00255718     EISSN: None     Source Type: Journal    
DOI: 10.1090/S0025-5718-2011-02451-8     Document Type: Article

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