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Gradient Computation by Matrix Multiplication

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Applied Mathematics and Parallel Computing
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Abstract

The components of the gradient of a function defined by a code list are components of the eigenvectors of a matrix which is the Jacobian of the code list. These eigenvectors can be computed by the power method, yielding algorithms equivalent to the forward and reverse modes of automatic differentiation for computation of gradients.

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Reference

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© 1996 Physica-Verlag Heidelberg

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Rall, L.B. (1996). Gradient Computation by Matrix Multiplication. In: Fischer, H., Riedmüller, B., Schäffler, S. (eds) Applied Mathematics and Parallel Computing. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-99789-1_16

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  • DOI: https://doi.org/10.1007/978-3-642-99789-1_16

  • Publisher Name: Physica-Verlag HD

  • Print ISBN: 978-3-642-99791-4

  • Online ISBN: 978-3-642-99789-1

  • eBook Packages: Springer Book Archive

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